+195.2%
MCD vs SIRI
-7.8%
+203.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -1.6% | -3.7% | +2.1% | -1.0% |
| 30D | +16.0% | +20.4% | -4.4% | +12.9% |
| 3M | 0.0% | +12.5% | -12.6% | -1.9% |
| 6M | +0.9% | +23.4% | -22.5% | -2.4% |
| YTD | -8.7% | +65.2% | -73.9% | -15.9% |
| 1Y | -8.6% | +52.4% | -60.9% | -14.8% |
| 3Y | +9.9% | -22.6% | +32.5% | +10.8% |
| 5Y | +22.6% | -41.7% | +64.3% | +27.1% |
| All | +195.2% | -7.8% | +203.0% | +177.0% |
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