+403.9%
MMM vs SGI
+1,905.4%
-1,501.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.5% |
| 7D | +6.2% | +1.0% | +5.2% | +6.1% |
| 30D | +14.2% | +3.9% | +10.3% | +13.5% |
| 3M | +2.9% | -0.8% | +3.7% | +2.9% |
| 6M | +27.6% | -18.0% | +45.5% | +31.1% |
| YTD | +17.3% | -27.6% | +44.9% | +22.7% |
| 1Y | +15.1% | -27.2% | +42.3% | +20.3% |
| 3Y | +157.1% | +76.0% | +81.1% | +131.5% |
| 5Y | +45.1% | +50.0% | -4.8% | +31.0% |
| 10Y | +83.9% | +399.1% | -315.2% | +28.4% |
| All | +403.9% | +1,905.4% | -1,501.5% | +122.8% |
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