+1,010.1%
MDB vs SGI
+346.4%
+663.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -18.0% | +9.3% | -27.3% | -21.4% |
| 30D | -10.7% | +6.9% | -17.6% | -13.5% |
| 3M | +1.0% | +2.8% | -1.9% | -1.5% |
| 6M | +31.6% | -12.6% | +44.2% | +35.0% |
| YTD | -15.2% | -21.5% | +6.4% | -9.0% |
| 1Y | +10.1% | -18.8% | +28.9% | +15.5% |
| 3Y | -5.6% | +60.8% | -66.5% | -27.2% |
| 5Y | -24.5% | +60.0% | -84.5% | -44.3% |
| All | +1,010.1% | +346.4% | +663.7% | +366.9% |
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