+10.8%
MMM vs SGI
-19.6%
+30.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | +9.3% | -10.9% | -3.7% |
| 30D | -8.0% | +6.9% | -14.9% | -9.5% |
| 3M | +9.4% | +2.8% | +6.5% | +8.3% |
| 6M | +10.2% | -12.6% | +22.8% | +13.3% |
| YTD | +6.1% | -21.5% | +27.6% | +11.5% |
| 1Y | +10.8% | -18.8% | +29.5% | +19.1% |
| All | +10.8% | -19.6% | +30.4% | +19.1% |
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