+210.9%
MDT vs SGI
+2,083.6%
-1,872.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +3.2% | +8.5% | -5.3% | +2.0% |
| 30D | +9.5% | +0.7% | +8.8% | +9.3% |
| 3M | +16.0% | +0.6% | +15.4% | +15.6% |
| 6M | +0.2% | -17.9% | +18.1% | +2.4% |
| YTD | -0.3% | -21.2% | +20.9% | +2.2% |
| 1Y | +4.7% | -18.9% | +23.6% | +6.7% |
| 3Y | +26.5% | +52.6% | -26.1% | +16.7% |
| 5Y | -18.2% | +60.7% | -78.9% | -26.9% |
| 10Y | +40.0% | +278.1% | -238.1% | +3.1% |
| All | +210.9% | +2,083.6% | -1,872.7% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling