-21.0%
MDLN vs SGI
-26.9%
+5.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.0% |
| 7D | -11.5% | -4.9% | -6.6% | -10.2% |
| 30D | -7.6% | +1.6% | -9.2% | -7.9% |
| 3M | -11.4% | -3.2% | -8.2% | -10.3% |
| 6M | -24.5% | -16.0% | -8.4% | -22.5% |
| YTD | -22.9% | -25.4% | +2.5% | -20.9% |
| All | -21.0% | -26.9% | +5.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling