-11.6%
MDB vs SIRI
-22.7%
+11.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +6.8% | -1.7% | +8.5% | +7.2% |
| 30D | -6.2% | +21.1% | -27.3% | -9.8% |
| 3M | -29.2% | +14.7% | -44.0% | -31.5% |
| 6M | +10.3% | +22.9% | -12.6% | +4.9% |
| YTD | -20.4% | +65.7% | -86.1% | -29.8% |
| 1Y | -4.8% | +53.5% | -58.3% | -14.5% |
| 3Y | -11.6% | -23.0% | +11.4% | -8.3% |
| All | -11.6% | -22.7% | +11.1% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling