+3,158.9%
MPC vs SIRI
+78.9%
+3,079.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +1.8% | +0.6% | +1.3% | +1.6% |
| 30D | +14.0% | +2.5% | +11.5% | +12.9% |
| 3M | +52.2% | +6.6% | +45.6% | +48.3% |
| 6M | +75.8% | +32.9% | +42.9% | +58.4% |
| YTD | +146.3% | +50.5% | +95.8% | +112.6% |
| 1Y | +120.8% | +28.0% | +92.8% | +99.5% |
| 3Y | +172.6% | -22.4% | +195.0% | +167.4% |
| 5Y | +678.2% | -41.3% | +719.5% | +671.5% |
| 10Y | +1,163.5% | -10.4% | +1,173.9% | +927.6% |
| All | +3,158.9% | +78.9% | +3,079.9% | +1,815.5% |
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 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