-10.8%
MDLN vs SAN
+30.6%
-41.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.7% | +1.8% | +1.9% | +3.3% |
| 30D | -0.2% | +2.0% | -2.2% | -0.6% |
| 3M | +6.2% | +19.7% | -13.5% | +2.7% |
| 6M | -14.7% | +30.6% | -45.3% | -19.6% |
| YTD | -12.9% | +28.8% | -41.7% | -17.7% |
| All | -10.8% | +30.6% | -41.4% | -16.3% |
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