-45.2%
MDB vs SAN
+267.8%
-313.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.7% |
| 7D | -11.4% | +4.9% | -16.3% | -13.5% |
| 30D | -13.8% | -13.0% | -0.8% | -8.6% |
| 3M | -15.5% | -18.9% | +3.4% | -7.8% |
| 6M | +17.9% | -4.1% | +22.1% | +17.9% |
| YTD | -25.5% | +2.6% | -28.0% | -28.3% |
| 1Y | -12.1% | +16.9% | -29.0% | -20.6% |
| 3Y | -5.9% | +239.1% | -244.9% | -53.4% |
| All | -45.2% | +267.8% | -313.1% | -76.9% |
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