+3,109.1%
MPC vs SIRI
+102.2%
+3,006.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | -9.4% | +11.4% | -20.8% | -12.6% |
| 30D | -14.3% | +24.2% | -38.6% | -20.1% |
| 3M | +31.1% | +11.1% | +20.0% | +25.9% |
| 6M | +60.3% | +23.9% | +36.4% | +47.9% |
| YTD | +142.5% | +70.0% | +72.5% | +100.7% |
| 1Y | +104.6% | +56.6% | +48.0% | +73.7% |
| 3Y | +191.7% | -21.4% | +213.1% | +189.8% |
| 5Y | +549.2% | -38.3% | +587.5% | +542.3% |
| 10Y | +1,106.2% | -3.5% | +1,109.7% | +859.2% |
| All | +3,109.1% | +102.2% | +3,006.9% | +1,708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling