+1,169.4%
MPC vs SIRI
-13.4%
+1,182.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.5% |
| 7D | +3.9% | +4.3% | -0.4% | +2.6% |
| 30D | +33.8% | -2.8% | +36.6% | +34.5% |
| 3M | +49.9% | +5.9% | +43.9% | +46.7% |
| 6M | +80.9% | +31.9% | +49.0% | +65.3% |
| YTD | +147.4% | +48.7% | +98.8% | +117.7% |
| 1Y | +123.2% | +23.2% | +100.0% | +106.2% |
| 3Y | +171.7% | -23.9% | +195.6% | +169.3% |
| 5Y | +678.6% | -43.4% | +722.0% | +686.5% |
| All | +1,169.4% | -13.4% | +1,182.8% | +891.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling