-7.7%
MDB vs SAN
+23.5%
-31.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -4.0% |
| 7D | -16.5% | +4.5% | -21.1% | -17.6% |
| 30D | -8.6% | -12.1% | +3.5% | -4.8% |
| 3M | -13.6% | -15.6% | +2.0% | -9.0% |
| 6M | +24.1% | +5.8% | +18.3% | +17.9% |
| YTD | -21.8% | +5.5% | -27.2% | -24.5% |
| 1Y | -7.7% | +23.6% | -31.3% | -20.6% |
| All | -7.7% | +23.5% | -31.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling