+61.5%
SGI vs MLM
+41.9%
+19.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | +8.5% | -2.9% | +11.5% | +11.0% |
| 30D | +0.7% | -6.8% | +7.5% | +6.4% |
| 3M | +0.6% | -11.2% | +11.8% | +9.9% |
| 6M | -17.9% | -21.8% | +3.9% | -0.8% |
| YTD | -21.2% | -17.0% | -4.2% | -9.3% |
| 1Y | -18.9% | -16.4% | -2.5% | -7.2% |
| 3Y | +52.6% | +14.5% | +38.2% | +33.9% |
| All | +61.5% | +41.9% | +19.6% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling