+14.6%
MMM vs SAN
+21.7%
-7.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.3% | -0.2% |
| 7D | +5.8% | +8.7% | -3.0% | +2.9% |
| 30D | +17.9% | -6.5% | +24.4% | +19.7% |
| 3M | +3.6% | -14.2% | +17.8% | +7.7% |
| 6M | +32.9% | +2.7% | +30.2% | +30.4% |
| YTD | +19.5% | +8.9% | +10.6% | +12.2% |
| All | +14.6% | +21.7% | -7.2% | +4.5% |
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