+57.4%
MDT vs SGI
+67.2%
-9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | -5.3% | +6.4% | +1.9% |
| 30D | +9.2% | -2.1% | +11.2% | +9.6% |
| 3M | +14.5% | -8.2% | +22.7% | +15.9% |
| 6M | +37.3% | -4.6% | +41.9% | +37.9% |
| YTD | +9.8% | -31.5% | +41.3% | +14.8% |
| 1Y | +10.5% | -30.8% | +41.4% | +15.4% |
| 3Y | +57.4% | +67.2% | -9.8% | +51.3% |
| All | +57.4% | +67.2% | -9.8% | +51.3% |
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 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