+13.3%
MCD vs SIRI
-22.6%
+35.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +7.3% | +5.5% | +1.7% | +6.8% |
| 30D | +20.0% | +22.6% | -2.7% | +18.3% |
| 3M | +3.8% | +12.9% | -9.1% | +2.9% |
| 6M | +3.8% | +22.3% | -18.5% | +2.3% |
| YTD | -5.9% | +67.8% | -73.6% | -9.2% |
| 1Y | -3.2% | +54.6% | -57.8% | -6.2% |
| 3Y | +13.3% | -21.4% | +34.7% | +13.0% |
| All | +13.3% | -22.6% | +35.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling