+76.3%
MMM vs SGI
+319.5%
-243.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.4% | -5.3% | +4.9% | +0.7% |
| 30D | +12.1% | -2.1% | +14.2% | +12.6% |
| 3M | +1.4% | -8.2% | +9.6% | +3.0% |
| 6M | +26.6% | -4.6% | +31.1% | +27.0% |
| YTD | +16.8% | -31.5% | +48.3% | +24.8% |
| 1Y | +10.1% | -30.8% | +40.9% | +17.3% |
| 3Y | +158.4% | +67.2% | +91.2% | +130.6% |
| 5Y | +43.1% | +42.5% | +0.6% | +27.5% |
| All | +76.3% | +319.5% | -243.2% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling