+51.2%
MMM vs SIRI
-11.0%
+62.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -3.2% | -3.0% | -0.2% | -2.7% |
| 30D | -10.7% | +1.3% | -12.0% | -11.0% |
| 3M | +4.3% | +5.6% | -1.3% | +3.0% |
| 6M | +5.9% | +35.2% | -29.2% | -0.7% |
| YTD | +3.2% | +49.1% | -45.9% | -5.3% |
| 1Y | +8.0% | +26.8% | -18.8% | +2.1% |
| 3Y | +99.1% | -23.7% | +122.8% | +98.1% |
| 5Y | +25.7% | -41.8% | +67.6% | +26.6% |
| All | +51.2% | -11.0% | +62.2% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling