+1,010.1%
MDB vs SAN
+198.4%
+811.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -18.0% | +3.3% | -21.3% | -18.9% |
| 30D | -10.7% | +1.1% | -11.8% | -11.1% |
| 3M | +1.0% | +22.2% | -21.2% | -5.1% |
| 6M | +31.6% | +36.0% | -4.4% | +19.1% |
| YTD | -15.2% | +28.2% | -43.4% | -21.7% |
| 1Y | +10.1% | +54.1% | -44.0% | -3.7% |
| 3Y | -5.6% | +354.2% | -359.9% | -40.3% |
| 5Y | -24.5% | +387.3% | -411.8% | -54.4% |
| All | +1,010.1% | +198.4% | +811.7% | +657.0% |
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