+304.8%
SGI vs MLM
+138.2%
+166.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.8% |
| 7D | -5.3% | -0.9% | -4.4% | -4.6% |
| 30D | -2.1% | +9.0% | -11.1% | -8.2% |
| 3M | -8.2% | -5.6% | -2.6% | -4.2% |
| 6M | -4.6% | -10.7% | +6.1% | +3.6% |
| YTD | -31.5% | -17.2% | -14.3% | -21.1% |
| 1Y | -30.8% | -14.2% | -16.6% | -22.4% |
| 3Y | +67.2% | +15.6% | +51.6% | +47.1% |
| 5Y | +42.5% | +26.2% | +16.3% | +15.7% |
| All | +304.8% | +138.2% | +166.5% | +85.5% |
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