+101.7%
MPC vs SIRI
+54.0%
+47.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | -8.8% | +5.5% | -14.4% | -8.1% |
| 30D | -14.4% | +22.6% | -37.0% | -13.0% |
| 3M | +21.9% | +12.9% | +9.0% | +23.5% |
| 6M | +60.1% | +22.3% | +37.9% | +61.0% |
| YTD | +142.3% | +67.8% | +74.5% | +120.5% |
| 1Y | +101.7% | +54.6% | +47.1% | +89.5% |
| All | +101.7% | +54.0% | +47.7% | +89.5% |
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