-7.5%
MDB vs SGI
-31.8%
+24.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.0% | -10.5% | +13.5% | +3.7% |
| 30D | -11.3% | +0.1% | -11.5% | -11.6% |
| 3M | -23.0% | -4.0% | -19.0% | -22.8% |
| 6M | +14.8% | -5.6% | +20.4% | +14.5% |
| YTD | -19.4% | -29.5% | +10.1% | -9.8% |
| All | -7.5% | -31.8% | +24.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling