+942.1%
MDB vs SIRI
-29.9%
+972.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +6.8% | -1.7% | +8.5% | +7.3% |
| 30D | -6.2% | +21.1% | -27.3% | -11.2% |
| 3M | -29.2% | +14.7% | -44.0% | -32.4% |
| 6M | +10.3% | +22.9% | -12.6% | +3.0% |
| YTD | -20.4% | +65.7% | -86.1% | -32.3% |
| 1Y | -4.8% | +53.5% | -58.3% | -17.3% |
| 3Y | -11.6% | -23.0% | +11.4% | -10.2% |
| 5Y | -41.0% | -41.5% | +0.5% | -36.8% |
| All | +942.1% | -29.9% | +972.0% | +938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling