+8,801.5%
MDT vs SAN
+1,735.1%
+7,066.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.0% | +4.0% | -3.0% | +0.1% |
| 30D | +9.2% | -7.8% | +17.0% | +11.0% |
| 3M | +14.5% | -16.4% | +30.9% | +18.8% |
| 6M | +37.3% | +3.5% | +33.8% | +35.4% |
| YTD | +9.8% | +6.7% | +3.1% | +6.8% |
| 1Y | +10.5% | +14.5% | -4.0% | +5.7% |
| 3Y | +57.4% | +243.5% | -186.1% | +15.5% |
| 5Y | +1.2% | +296.2% | -295.0% | -29.9% |
| 10Y | +63.2% | +268.5% | -205.3% | +9.0% |
| All | +8,801.5% | +1,735.1% | +7,066.4% | +3,516.1% |
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