+3,839.5%
MCD vs SIRI
-8.5%
+3,847.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.6% |
| 30D | +14.1% | +21.1% | -7.0% | +13.4% |
| 3M | +0.6% | +14.7% | -14.1% | +0.1% |
| 6M | 0.0% | +22.9% | -22.9% | -0.7% |
| YTD | -9.3% | +65.7% | -75.0% | -11.0% |
| 1Y | -9.3% | +53.5% | -62.8% | -10.8% |
| 3Y | +8.6% | -23.0% | +31.6% | +8.6% |
| 5Y | +21.9% | -41.5% | +63.4% | +22.3% |
| 10Y | +202.8% | -7.4% | +210.2% | +199.1% |
| All | +3,839.5% | -8.5% | +3,847.9% | +3,646.3% |
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