+388.8%
SGI vs MLM
+185.4%
+203.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.6% | -4.1% |
| 7D | +1.0% | -4.1% | +5.1% | +4.3% |
| 30D | +3.9% | +8.2% | -4.3% | -2.0% |
| 3M | -0.8% | -3.6% | +2.8% | +1.8% |
| 6M | -18.0% | -15.6% | -2.4% | -7.0% |
| YTD | -27.6% | -16.4% | -11.2% | -17.3% |
| 1Y | -27.2% | -14.3% | -12.9% | -18.4% |
| 3Y | +76.0% | +19.3% | +56.7% | +51.3% |
| 5Y | +50.0% | +29.6% | +20.4% | +19.6% |
| All | +388.8% | +185.4% | +203.4% | +104.0% |
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