+3,908.1%
MLM vs SIRI
-6.9%
+3,914.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.7% |
| 7D | -4.1% | +12.6% | -16.7% | -5.0% |
| 30D | +8.2% | +25.9% | -17.7% | +6.3% |
| 3M | -3.6% | +10.3% | -13.9% | -4.3% |
| 6M | -15.6% | +24.8% | -40.3% | -17.0% |
| YTD | -16.4% | +68.6% | -85.0% | -19.9% |
| 1Y | -14.3% | +55.9% | -70.2% | -17.4% |
| 3Y | +19.3% | -22.3% | +41.7% | +19.4% |
| 5Y | +29.6% | -38.6% | +68.2% | +30.4% |
| 10Y | +189.9% | -0.6% | +190.5% | +182.2% |
| All | +3,908.1% | -6.9% | +3,914.9% | +2,947.6% |
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