+1,049.8%
MDB vs SAN
+199.8%
+850.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -17.4% | +1.8% | -19.2% | -17.9% |
| 30D | -2.0% | +2.0% | -4.0% | -2.7% |
| 3M | -3.0% | +19.7% | -22.7% | -8.3% |
| 6M | +48.7% | +30.6% | +18.0% | +36.1% |
| YTD | -12.1% | +28.8% | -41.0% | -19.0% |
| 1Y | +14.5% | +57.8% | -43.3% | -0.5% |
| 3Y | -6.1% | +338.1% | -344.3% | -40.0% |
| 5Y | -27.3% | +384.2% | -411.5% | -56.1% |
| All | +1,049.8% | +199.8% | +850.0% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling