+3,603.7%
MCD vs SIRI
-17.3%
+3,621.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -2.9% |
| 30D | -6.0% | -4.7% | -1.3% | -5.9% |
| 3M | -5.6% | +5.3% | -10.8% | -5.8% |
| 6M | -21.9% | +30.5% | -52.4% | -22.6% |
| YTD | -14.7% | +49.6% | -64.3% | -16.0% |
| 1Y | -17.3% | +28.5% | -45.8% | -18.1% |
| 3Y | -2.2% | -27.5% | +25.3% | -2.0% |
| 5Y | +20.3% | -44.7% | +64.9% | +20.9% |
| 10Y | +180.7% | -12.6% | +193.3% | +178.0% |
| All | +3,603.7% | -17.3% | +3,621.0% | +3,434.8% |
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