-11.6%
MDB vs SGI
+67.2%
-78.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +6.8% | -5.3% | +12.1% | +8.7% |
| 30D | -6.2% | -2.1% | -4.1% | -6.4% |
| 3M | -29.2% | -8.2% | -21.1% | -27.9% |
| 6M | +10.3% | -4.6% | +14.9% | +8.5% |
| YTD | -20.4% | -31.5% | +11.1% | -9.6% |
| 1Y | -4.8% | -30.8% | +26.0% | +7.2% |
| 3Y | -11.6% | +67.2% | -78.8% | -33.6% |
| All | -11.6% | +67.2% | -78.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling