+2,455.3%
MDT vs SIRI
-18.6%
+2,474.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | +2.8% | -0.8% | +3.6% | +2.8% |
| 3M | +13.1% | +4.3% | +8.8% | +12.8% |
| 6M | +2.3% | +34.1% | -31.7% | +0.7% |
| YTD | -2.7% | +47.3% | -50.0% | -4.8% |
| 1Y | +0.9% | +22.9% | -22.1% | -0.4% |
| 3Y | +26.8% | -24.6% | +51.4% | +26.9% |
| 5Y | -19.5% | -43.2% | +23.7% | -18.8% |
| 10Y | +40.6% | -12.3% | +52.9% | +38.5% |
| All | +2,455.3% | -18.6% | +2,474.0% | +2,051.3% |
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