+123.5%
MPC vs SIRI
+23.5%
+100.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +3.2% | -3.9% | +7.1% | +3.1% |
| 30D | +25.0% | -0.8% | +25.9% | +25.0% |
| 3M | +55.2% | +4.3% | +50.8% | +54.6% |
| 6M | +86.4% | +34.1% | +52.3% | +78.9% |
| YTD | +148.5% | +47.3% | +101.2% | +134.7% |
| All | +123.5% | +23.5% | +100.0% | +112.3% |
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 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