+935.2%
MDB vs SAN
+155.3%
+779.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -1.0% | +10.8% | -11.8% | -4.0% |
| 30D | -14.0% | -5.7% | -8.2% | -12.7% |
| 3M | -20.3% | -13.4% | -6.9% | -17.3% |
| 6M | +10.9% | +3.5% | +7.3% | +8.7% |
| YTD | -20.9% | +9.7% | -30.6% | -23.9% |
| 1Y | -11.2% | +20.9% | -32.1% | -16.9% |
| 3Y | -11.9% | +254.3% | -266.2% | -40.2% |
| 5Y | -40.2% | +304.2% | -344.4% | -62.0% |
| All | +935.2% | +155.3% | +779.8% | +636.3% |
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