+10.9%
MMM vs SGI
-33.8%
+44.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.6% |
| 7D | -0.8% | -10.7% | +9.9% | +2.3% |
| 30D | +14.4% | -3.6% | +18.0% | +15.7% |
| 3M | +1.8% | -5.4% | +7.2% | +3.1% |
| 6M | +31.3% | -7.0% | +38.3% | +32.9% |
| YTD | +18.0% | -31.6% | +49.6% | +29.0% |
| 1Y | +10.9% | -33.5% | +44.4% | +22.1% |
| All | +10.9% | -33.8% | +44.7% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling