-3.9%
MCD vs SIRI
+59.9%
-63.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.4% | -1.9% | +5.3% |
| 7D | +11.9% | +22.3% | -10.4% | +9.3% |
| 30D | +20.2% | +26.9% | -6.7% | +17.1% |
| 3M | +5.2% | +9.6% | -4.4% | +3.5% |
| 6M | 0.0% | +27.2% | -27.2% | -2.4% |
| YTD | -6.5% | +72.4% | -78.9% | -12.2% |
| 1Y | -3.9% | +59.9% | -63.9% | -7.9% |
| All | -3.9% | +59.9% | -63.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling