+127.0%
MP vs SAN
+235.5%
-108.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.8% |
| 7D | -10.5% | +4.9% | -15.4% | -12.4% |
| 30D | -23.5% | -13.0% | -10.5% | -19.5% |
| 3M | -25.4% | -18.9% | -6.6% | -19.4% |
| 6M | -51.3% | -4.1% | -47.1% | -50.4% |
| YTD | -29.9% | +2.6% | -32.5% | -31.1% |
| 1Y | -31.8% | +16.9% | -48.8% | -35.6% |
| 3Y | +127.0% | +239.1% | -112.1% | +19.8% |
| All | +127.0% | +235.5% | -108.5% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling