+237.4%
MP vs SGI
+300.2%
-62.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.3% | -4.7% |
| 7D | -19.0% | +5.3% | -24.3% | -21.3% |
| 30D | -30.5% | +8.2% | -38.7% | -33.4% |
| 3M | -29.6% | -2.2% | -27.4% | -29.4% |
| 6M | -50.4% | -8.4% | -42.0% | -49.2% |
| YTD | -33.2% | -23.4% | -9.8% | -26.1% |
| 1Y | -38.6% | -14.0% | -24.6% | -36.5% |
| 3Y | +105.5% | +78.8% | +26.7% | +38.1% |
| 5Y | -7.8% | +58.6% | -66.5% | -38.8% |
| All | +237.4% | +300.2% | -62.8% | +68.0% |
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