+4.7%
MDT vs SAN
+58.9%
-54.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +3.2% | +1.8% | +1.5% | +3.1% |
| 30D | +9.5% | +2.0% | +7.5% | +9.4% |
| 3M | +16.0% | +19.7% | -3.8% | +14.5% |
| 6M | +0.2% | +30.6% | -30.4% | -2.0% |
| YTD | -0.3% | +28.8% | -29.1% | -2.5% |
| 1Y | +4.7% | +57.8% | -53.0% | +1.3% |
| All | +4.7% | +58.9% | -54.2% | +1.3% |
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