+7,983.2%
MDT vs SAN
+2,116.5%
+5,866.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +3.2% | +1.8% | +1.5% | +2.8% |
| 30D | +9.5% | +2.0% | +7.5% | +9.0% |
| 3M | +16.0% | +19.7% | -3.8% | +11.2% |
| 6M | +0.2% | +30.6% | -30.4% | -6.1% |
| YTD | -0.3% | +28.8% | -29.1% | -6.7% |
| 1Y | +4.7% | +57.8% | -53.0% | -6.6% |
| 3Y | +26.5% | +338.1% | -311.6% | -11.9% |
| 5Y | -18.2% | +384.2% | -402.4% | -45.8% |
| 10Y | +40.0% | +353.1% | -313.1% | -10.6% |
| All | +7,983.2% | +2,116.5% | +5,866.7% | +3,057.4% |
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