-24.7%
MDB vs SAN
+381.6%
-406.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -17.4% | +1.8% | -19.2% | -18.2% |
| 30D | -2.0% | +2.0% | -4.0% | -3.1% |
| 3M | -3.0% | +19.7% | -22.7% | -11.0% |
| 6M | +48.7% | +30.6% | +18.0% | +29.5% |
| YTD | -12.1% | +28.8% | -41.0% | -22.8% |
| 1Y | +14.5% | +57.8% | -43.3% | -8.6% |
| 3Y | -6.1% | +338.1% | -344.3% | -56.6% |
| All | -24.7% | +381.6% | -406.3% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling