+11.6%
MDB vs SIRI
+24.9%
-13.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.3% |
| 7D | -2.8% | -3.0% | +0.2% | -2.8% |
| 30D | -14.9% | +1.3% | -16.2% | -14.5% |
| 3M | +7.3% | +5.6% | +1.7% | +7.8% |
| 6M | +38.2% | +35.2% | +3.0% | +38.9% |
| YTD | -10.9% | +49.1% | -60.0% | -11.1% |
| 1Y | +11.6% | +26.8% | -15.1% | +8.6% |
| All | +11.6% | +24.9% | -13.3% | +8.6% |
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