+1,815.8%
SGI vs MLM
+1,415.9%
+400.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | +0.6% |
| 7D | +5.3% | -1.2% | +6.6% | +6.2% |
| 30D | +8.2% | +7.9% | +0.2% | +2.9% |
| 3M | -2.2% | -4.5% | +2.3% | +0.7% |
| 6M | -8.4% | -12.6% | +4.2% | 0.0% |
| YTD | -23.4% | -14.9% | -8.6% | -14.9% |
| 1Y | -14.0% | -13.1% | -0.9% | -5.7% |
| 3Y | +78.8% | +21.2% | +57.6% | +56.5% |
| 5Y | +58.6% | +32.0% | +26.6% | +31.1% |
| 10Y | +427.8% | +195.3% | +232.5% | +153.8% |
| All | +1,815.8% | +1,415.9% | +400.0% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling