+29.4%
MMM vs SAN
+381.6%
-352.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.3% | +1.8% | -5.1% | -3.8% |
| 30D | -7.0% | +2.0% | -9.0% | -7.6% |
| 3M | +10.8% | +19.7% | -8.9% | +4.8% |
| 6M | +5.8% | +30.6% | -24.9% | -2.6% |
| YTD | +6.8% | +28.8% | -22.1% | -1.8% |
| 1Y | +10.4% | +57.8% | -47.4% | -4.6% |
| 3Y | +104.7% | +338.1% | -233.4% | +30.3% |
| All | +29.4% | +381.6% | -352.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling