+1,049.8%
MDB vs SIRI
-36.7%
+1,086.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | -17.4% | +1.6% | -19.0% | -18.1% |
| 30D | -2.0% | -4.7% | +2.7% | -1.2% |
| 3M | -3.0% | +5.3% | -8.3% | -4.8% |
| 6M | +48.7% | +30.5% | +18.2% | +36.7% |
| YTD | -12.1% | +49.6% | -61.8% | -22.9% |
| 1Y | +14.5% | +28.5% | -14.0% | +4.5% |
| 3Y | -6.1% | -27.5% | +21.3% | -3.9% |
| 5Y | -27.3% | -44.7% | +17.3% | -21.7% |
| All | +1,049.8% | -36.7% | +1,086.5% | +1,082.5% |
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