+5,409.8%
MCHP vs SIRI
-18.6%
+5,428.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.3% | -3.9% | +4.2% | +0.8% |
| 30D | -9.8% | -0.8% | -8.9% | -9.7% |
| 3M | -19.7% | +4.3% | -24.0% | -20.2% |
| 6M | +13.6% | +34.1% | -20.5% | +9.6% |
| YTD | +16.5% | +47.3% | -30.8% | +11.2% |
| 1Y | +15.7% | +22.9% | -7.2% | +12.6% |
| 3Y | 0.0% | -24.6% | +24.5% | +1.2% |
| 5Y | +4.4% | -43.2% | +47.6% | +7.3% |
| 10Y | +201.4% | -12.3% | +213.7% | +198.3% |
| All | +5,409.8% | -18.6% | +5,428.4% | +3,864.7% |
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