+959.5%
MDB vs SGI
+289.0%
+670.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.7% |
| 7D | +11.6% | -10.7% | +22.2% | +16.5% |
| 30D | -8.9% | -3.6% | -5.3% | -8.5% |
| 3M | -22.4% | -5.4% | -17.0% | -21.7% |
| 6M | +10.1% | -7.0% | +17.1% | +10.1% |
| YTD | -19.0% | -31.6% | +12.6% | -8.9% |
| 1Y | -7.0% | -33.5% | +26.5% | +5.8% |
| 3Y | -9.8% | +66.5% | -76.3% | -32.2% |
| 5Y | -40.1% | +42.2% | -82.2% | -53.8% |
| All | +959.5% | +289.0% | +670.5% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling