-9.0%
MDB vs SAN
+19.5%
-28.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | +3.0% | +3.4% | -0.4% | +1.9% |
| 30D | -11.3% | -6.3% | -5.1% | -9.4% |
| 3M | -23.0% | -14.1% | -8.9% | -19.3% |
| 6M | +14.8% | +4.2% | +10.6% | +11.1% |
| YTD | -19.4% | +9.0% | -28.5% | -22.9% |
| 1Y | -9.0% | +18.8% | -27.7% | -18.3% |
| All | -9.0% | +19.5% | -28.5% | -18.3% |
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 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