+678.6%
MPC vs SIRI
-43.5%
+722.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.4% |
| 7D | +3.9% | +4.3% | -0.4% | +3.3% |
| 30D | +33.8% | -2.8% | +36.6% | +34.1% |
| 3M | +49.9% | +5.9% | +43.9% | +48.4% |
| 6M | +80.9% | +31.9% | +49.0% | +73.5% |
| YTD | +147.4% | +48.7% | +98.8% | +133.1% |
| 1Y | +123.2% | +23.2% | +100.0% | +115.2% |
| 3Y | +171.7% | -23.9% | +195.6% | +167.8% |
| 5Y | +678.6% | -43.4% | +722.0% | +678.7% |
| All | +678.6% | -43.5% | +722.1% | +678.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling