+1,872.3%
SGI vs MLM
+1,378.4%
+493.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +8.5% | -2.9% | +11.5% | +10.6% |
| 30D | +0.7% | -6.8% | +7.5% | +5.5% |
| 3M | +0.6% | -11.2% | +11.8% | +8.6% |
| 6M | -17.9% | -21.8% | +3.9% | -3.3% |
| YTD | -21.2% | -17.0% | -4.2% | -10.8% |
| 1Y | -18.9% | -16.4% | -2.5% | -8.7% |
| 3Y | +52.6% | +14.5% | +38.2% | +38.5% |
| 5Y | +60.7% | +41.7% | +19.0% | +26.6% |
| 10Y | +278.1% | +200.0% | +78.1% | +79.7% |
| All | +1,872.3% | +1,378.4% | +493.9% | +363.0% |
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 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