+19.9%
MDT vs SIRI
+59.9%
-39.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.4% | -2.3% | +4.6% |
| 7D | +10.7% | +22.3% | -11.5% | +7.1% |
| 30D | +19.3% | +26.9% | -7.6% | +14.9% |
| 3M | +22.8% | +9.6% | +13.2% | +20.2% |
| 6M | +36.4% | +27.2% | +9.2% | +31.3% |
| YTD | +12.1% | +72.4% | -60.3% | +2.2% |
| 1Y | +19.9% | +59.9% | -40.0% | +11.1% |
| All | +19.9% | +59.9% | -39.9% | +11.1% |
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 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