-7.7%
MDB vs SIRI
+59.9%
-67.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.4% | -10.5% | -1.3% |
| 7D | -16.5% | +22.3% | -38.8% | -15.1% |
| 30D | -8.6% | +26.9% | -35.5% | -6.8% |
| 3M | -13.6% | +9.6% | -23.2% | -11.3% |
| 6M | +24.1% | +27.2% | -3.1% | +26.3% |
| YTD | -21.8% | +72.4% | -94.2% | -19.8% |
| 1Y | -7.7% | +59.9% | -67.6% | -3.6% |
| All | -7.7% | +59.9% | -67.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling