+335.2%
SGI vs MLM
+149.0%
+186.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -4.9% |
| 7D | -3.9% | -2.9% | -1.1% | -1.7% |
| 30D | +0.9% | +10.4% | -9.5% | -6.3% |
| 3M | -2.9% | -3.7% | +0.8% | -0.2% |
| 6M | -9.0% | -10.3% | +1.3% | -1.5% |
| YTD | -29.2% | -14.8% | -14.4% | -20.2% |
| 1Y | -32.3% | -13.9% | -18.4% | -24.3% |
| 3Y | +72.4% | +18.4% | +54.0% | +48.9% |
| 5Y | +50.6% | +31.8% | +18.8% | +18.4% |
| 10Y | +335.2% | +143.4% | +191.8% | +96.7% |
| All | +335.2% | +149.0% | +186.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling