+20.4%
MCD vs SIRI
-43.5%
+63.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -2.3% |
| 30D | -6.1% | -2.8% | -3.3% | -6.0% |
| 3M | -7.3% | +5.9% | -13.2% | -7.7% |
| 6M | -20.9% | +31.9% | -52.9% | -22.6% |
| YTD | -14.7% | +48.7% | -63.3% | -17.3% |
| 1Y | -16.1% | +23.2% | -39.3% | -17.7% |
| 3Y | -1.5% | -23.9% | +22.4% | -1.7% |
| 5Y | +20.4% | -43.4% | +63.9% | +26.1% |
| All | +20.4% | -43.5% | +63.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling