+358.8%
MMM vs SGI
+2,083.6%
-1,724.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.3% | +8.5% | -11.9% | -4.7% |
| 30D | -7.0% | +0.7% | -7.7% | -7.3% |
| 3M | +10.8% | +0.6% | +10.2% | +10.4% |
| 6M | +5.8% | -17.9% | +23.7% | +8.7% |
| YTD | +6.8% | -21.2% | +27.9% | +10.2% |
| 1Y | +10.4% | -18.9% | +29.2% | +13.2% |
| 3Y | +104.7% | +52.6% | +52.1% | +88.1% |
| 5Y | +23.6% | +60.7% | -37.2% | +10.2% |
| 10Y | +54.1% | +278.1% | -224.0% | +11.3% |
| All | +358.8% | +2,083.6% | -1,724.8% | +100.1% |
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 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