-3.0%
MDLN vs SIRI
+59.7%
-62.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +24.2% | +15.9% | +8.4% | +20.3% |
| 30D | +11.8% | +26.0% | -14.2% | +6.9% |
| 3M | +8.4% | +9.2% | -0.8% | +5.9% |
| 6M | -12.3% | +28.3% | -40.5% | -14.1% |
| YTD | -5.3% | +71.5% | -76.8% | -1.7% |
| All | -3.0% | +59.7% | -62.8% | -3.9% |
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