-19.0%
MDT vs SAN
+390.0%
-409.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.4% | +3.3% | -3.0% | -0.2% |
| 30D | +6.0% | +1.1% | +4.9% | +5.8% |
| 3M | +15.5% | +22.2% | -6.7% | +11.4% |
| 6M | +3.4% | +36.0% | -32.6% | -2.4% |
| YTD | -2.2% | +28.2% | -30.4% | -7.1% |
| 1Y | +2.6% | +54.1% | -51.5% | -6.1% |
| 3Y | +27.5% | +354.2% | -326.7% | -7.3% |
| All | -19.0% | +390.0% | -409.0% | -44.0% |
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 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