+942.1%
MDB vs SAN
+148.2%
+793.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +6.8% | +4.0% | +2.8% | +5.6% |
| 30D | -6.2% | -7.8% | +1.6% | -4.2% |
| 3M | -29.2% | -16.4% | -12.9% | -25.8% |
| 6M | +10.3% | +3.5% | +6.8% | +8.1% |
| YTD | -20.4% | +6.7% | -27.1% | -22.8% |
| 1Y | -4.8% | +14.5% | -19.3% | -9.5% |
| 3Y | -11.6% | +243.5% | -255.1% | -39.5% |
| 5Y | -41.0% | +296.2% | -337.2% | -62.3% |
| All | +942.1% | +148.2% | +793.9% | +647.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling