-22.4%
SIRI vs MKC
-31.4%
+9.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.6% | -1.5% | +2.0% | +0.9% |
| 30D | +2.5% | -3.1% | +5.6% | +3.0% |
| 3M | +6.6% | +5.2% | +1.4% | +5.2% |
| 6M | +32.9% | -12.8% | +45.7% | +36.8% |
| YTD | +50.5% | -23.3% | +73.8% | +59.9% |
| 1Y | +28.0% | -24.1% | +52.1% | +36.2% |
| 3Y | -22.4% | -32.1% | +9.7% | -14.4% |
| All | -22.4% | -31.4% | +9.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling