+3,881.9%
MLM vs SIRI
-17.3%
+3,899.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.3% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | -6.8% | -4.7% | -2.1% | -6.5% |
| 3M | -11.2% | +5.3% | -16.5% | -11.6% |
| 6M | -21.8% | +30.5% | -52.4% | -23.5% |
| YTD | -17.0% | +49.6% | -66.6% | -19.6% |
| 1Y | -16.4% | +28.5% | -44.9% | -18.2% |
| 3Y | +14.5% | -27.5% | +41.9% | +15.0% |
| 5Y | +41.7% | -44.7% | +86.4% | +43.8% |
| 10Y | +200.0% | -12.6% | +212.7% | +195.0% |
| All | +3,881.9% | -17.3% | +3,899.3% | +2,955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling