+1,065.8%
MDB vs SIRI
-36.9%
+1,102.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | -2.8% | -3.0% | +0.2% | -1.9% |
| 30D | -14.9% | +1.3% | -16.2% | -15.5% |
| 3M | +7.3% | +5.6% | +1.7% | +5.2% |
| 6M | +38.2% | +35.2% | +3.0% | +25.9% |
| YTD | -10.9% | +49.1% | -60.0% | -21.7% |
| 1Y | +11.6% | +26.8% | -15.1% | +2.4% |
| 3Y | -0.9% | -23.7% | +22.8% | -0.1% |
| 5Y | -23.5% | -41.8% | +18.3% | -19.7% |
| All | +1,065.8% | -36.9% | +1,102.7% | +1,100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling