+282.4%
MXL vs SIRI
+311.4%
-29.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.9% |
| 7D | +19.0% | -3.9% | +22.9% | +20.7% |
| 30D | +4.5% | -0.8% | +5.3% | +4.9% |
| 3M | -1.5% | +4.3% | -5.8% | -4.2% |
| 6M | +348.6% | +34.1% | +314.6% | +291.8% |
| YTD | +310.3% | +47.3% | +263.0% | +241.9% |
| 1Y | +344.7% | +22.9% | +321.8% | +299.1% |
| 3Y | +211.2% | -24.6% | +235.7% | +219.7% |
| 5Y | +34.8% | -43.2% | +78.0% | +46.1% |
| 10Y | +286.5% | -12.3% | +298.8% | +251.8% |
| All | +282.4% | +311.4% | -29.0% | +94.3% |
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