-25.3%
MDB vs SIRI
-41.5%
+16.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.3% |
| 7D | -1.8% | +0.6% | -2.3% | -1.9% |
| 30D | -17.3% | +2.5% | -19.8% | -17.9% |
| 3M | +2.2% | +6.6% | -4.4% | +0.7% |
| 6M | +33.9% | +32.9% | +1.0% | +26.1% |
| YTD | -13.7% | +50.5% | -64.2% | -21.1% |
| 1Y | +9.1% | +28.0% | -18.9% | +2.8% |
| 3Y | -8.1% | -22.4% | +14.3% | -8.1% |
| All | -25.3% | -41.5% | +16.2% | -11.2% |
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