+58.1%
MP vs SAN
+381.6%
-323.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -2.9% | +1.8% | -4.6% | -3.7% |
| 30D | +13.8% | +2.0% | +11.8% | +12.7% |
| 3M | -16.7% | +19.7% | -36.4% | -23.9% |
| 6M | -11.5% | +30.6% | -42.1% | -22.6% |
| YTD | +7.9% | +28.8% | -20.9% | -6.4% |
| 1Y | -15.0% | +57.8% | -72.8% | -33.8% |
| 3Y | +153.5% | +338.1% | -184.6% | +2.4% |
| All | +58.1% | +381.6% | -323.4% | -46.2% |
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