+3,987.2%
MCD vs SIRI
-7.3%
+3,994.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +7.3% | +5.5% | +1.7% | +7.1% |
| 30D | +20.0% | +22.6% | -2.7% | +19.1% |
| 3M | +3.8% | +12.9% | -9.1% | +3.4% |
| 6M | +3.8% | +22.3% | -18.5% | +3.0% |
| YTD | -5.9% | +67.8% | -73.6% | -7.7% |
| 1Y | -3.2% | +54.6% | -57.8% | -4.8% |
| 3Y | +13.3% | -21.4% | +34.7% | +13.2% |
| 5Y | +25.2% | -39.2% | +64.5% | +25.5% |
| 10Y | +213.3% | -5.2% | +218.6% | +209.3% |
| All | +3,987.2% | -7.3% | +3,994.6% | +3,785.1% |
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 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