+1,687.2%
MMM vs SIRI
-17.3%
+1,704.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.3% |
| 7D | -3.3% | +1.6% | -4.9% | -3.4% |
| 30D | -7.0% | -4.7% | -2.3% | -6.8% |
| 3M | +10.8% | +5.3% | +5.6% | +10.5% |
| 6M | +5.8% | +30.5% | -24.7% | +4.3% |
| YTD | +6.8% | +49.6% | -42.9% | +4.6% |
| 1Y | +10.4% | +28.5% | -18.1% | +8.9% |
| 3Y | +104.7% | -27.5% | +132.1% | +105.2% |
| 5Y | +23.6% | -44.7% | +68.2% | +24.5% |
| 10Y | +54.1% | -12.6% | +66.7% | +52.3% |
| All | +1,687.2% | -17.3% | +1,704.6% | +1,448.1% |
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