+113.2%
MPC vs SIRI
+52.2%
+60.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.3% |
| 7D | +9.4% | -3.7% | +13.1% | +8.9% |
| 30D | -13.4% | +20.4% | -33.9% | -12.2% |
| 3M | +18.9% | +12.5% | +6.4% | +20.2% |
| 6M | +64.9% | +23.4% | +41.5% | +65.1% |
| YTD | +156.8% | +65.2% | +91.6% | +133.4% |
| 1Y | +113.2% | +52.4% | +60.8% | +99.6% |
| All | +113.2% | +52.2% | +60.9% | +99.6% |
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