+339.0%
MCK vs SIRI
-41.5%
+380.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +0.4% | +2.5% | -2.1% | +0.3% |
| 3M | +12.1% | +6.6% | +5.5% | +11.7% |
| 6M | -5.4% | +32.9% | -38.3% | -7.0% |
| YTD | +7.8% | +50.5% | -42.7% | +5.3% |
| 1Y | +22.9% | +28.0% | -5.0% | +20.8% |
| 3Y | +110.7% | -22.4% | +133.1% | +109.2% |
| All | +339.0% | -41.5% | +380.5% | +353.3% |
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 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