+56.6%
SGI vs MLM
+27.9%
+28.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +1.3% |
| 7D | -0.2% | -3.8% | +3.6% | +3.0% |
| 30D | +6.6% | +11.0% | -4.4% | -1.8% |
| 3M | +1.8% | -3.1% | +4.9% | +4.2% |
| 6M | -3.9% | -9.8% | +5.9% | +3.8% |
| YTD | -25.2% | -14.4% | -10.9% | -15.8% |
| 1Y | -26.7% | -12.6% | -14.2% | -18.8% |
| 3Y | +86.8% | +19.7% | +67.0% | +56.4% |
| 5Y | +56.6% | +29.8% | +26.9% | +17.3% |
| All | +56.6% | +27.9% | +28.7% | +17.3% |
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