+38.0%
MDT vs SAN
+347.0%
-309.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | +1.0% | -0.5% | +1.6% | +1.1% |
| 3M | +15.2% | +22.7% | -7.5% | +9.2% |
| 6M | +3.7% | +28.8% | -25.1% | -3.2% |
| YTD | -3.0% | +26.3% | -29.2% | -9.6% |
| 1Y | +2.5% | +48.8% | -46.4% | -8.7% |
| 3Y | +26.5% | +347.2% | -320.8% | -17.9% |
| 5Y | -18.3% | +383.8% | -402.1% | -49.9% |
| All | +38.0% | +347.0% | -309.0% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling