+53.8%
MMM vs SAN
+338.5%
-284.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +3.3% | -4.9% | -2.6% |
| 30D | -8.0% | +1.1% | -9.1% | -8.4% |
| 3M | +9.4% | +22.2% | -12.8% | +2.5% |
| 6M | +10.2% | +36.0% | -25.8% | -0.2% |
| YTD | +6.1% | +28.2% | -22.1% | -2.7% |
| 1Y | +10.8% | +54.1% | -43.3% | -4.3% |
| 3Y | +104.8% | +354.2% | -249.5% | +24.4% |
| 5Y | +27.0% | +387.3% | -360.2% | -26.8% |
| 10Y | +53.8% | +334.8% | -281.0% | -11.3% |
| All | +53.8% | +338.5% | -284.7% | -11.3% |
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