+116.3%
MP vs SAN
+243.2%
-126.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -19.0% | +3.5% | -22.5% | -20.1% |
| 30D | -30.5% | -13.2% | -17.3% | -26.7% |
| 3M | -29.6% | -16.9% | -12.6% | -24.5% |
| 6M | -50.4% | +2.3% | -52.8% | -50.6% |
| YTD | -33.2% | +4.9% | -38.1% | -34.8% |
| 1Y | -38.6% | +20.4% | -59.0% | -42.5% |
| All | +116.3% | +243.2% | -126.9% | +13.3% |
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 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