-15.6%
MLM vs SIRI
+26.4%
-42.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.3% |
| 7D | -4.1% | +12.6% | -16.7% | -8.0% |
| 30D | +8.2% | +25.9% | -17.7% | 0.0% |
| 3M | -3.6% | +10.3% | -13.9% | -7.5% |
| 6M | -15.6% | +24.8% | -40.3% | -18.5% |
| All | -15.6% | +26.4% | -42.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling