-18.3%
MDT vs SGI
+45.9%
-64.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -0.9% |
| 30D | +1.0% | +1.6% | -0.6% | +0.7% |
| 3M | +15.2% | -3.2% | +18.4% | +15.4% |
| 6M | +3.7% | -16.0% | +19.7% | +5.7% |
| YTD | -3.0% | -25.4% | +22.4% | +0.3% |
| 1Y | +2.5% | -21.6% | +24.1% | +5.0% |
| 3Y | +26.5% | +52.9% | -26.4% | +15.8% |
| 5Y | -18.3% | +47.5% | -65.8% | -27.9% |
| All | -18.3% | +45.9% | -64.2% | -27.9% |
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