+23.0%
MMM vs SAN
+23.5%
-0.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.4% | +3.1% | +7.4% |
| 7D | +12.2% | +4.5% | +7.7% | +10.6% |
| 30D | +18.8% | -12.1% | +30.9% | +23.2% |
| 3M | +7.4% | -15.6% | +22.9% | +12.4% |
| 6M | +38.3% | +5.8% | +32.5% | +34.4% |
| YTD | +22.9% | +5.5% | +17.4% | +16.3% |
| 1Y | +23.0% | +23.6% | -0.6% | +9.4% |
| All | +23.0% | +23.5% | -0.5% | +9.4% |
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 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