+3,215.7%
MPC vs SIRI
+99.7%
+3,116.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -2.6% | +5.2% | +3.4% |
| 30D | -12.2% | +22.2% | -34.4% | -17.7% |
| 3M | +20.1% | +14.1% | +6.0% | +14.5% |
| 6M | +60.6% | +22.5% | +38.1% | +48.7% |
| YTD | +150.6% | +67.9% | +82.7% | +108.1% |
| 1Y | +104.7% | +54.6% | +50.1% | +74.4% |
| 3Y | +194.5% | -21.3% | +215.8% | +192.2% |
| 5Y | +582.3% | -40.4% | +622.7% | +585.3% |
| 10Y | +1,135.3% | -6.2% | +1,141.5% | +892.9% |
| All | +3,215.7% | +99.7% | +3,116.1% | +1,775.1% |
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