-7.8%
MP vs SAN
+272.3%
-280.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -19.0% | +3.5% | -22.5% | -20.6% |
| 30D | -30.5% | -13.2% | -17.3% | -25.5% |
| 3M | -29.6% | -16.9% | -12.6% | -22.9% |
| 6M | -50.4% | +2.3% | -52.8% | -51.1% |
| YTD | -33.2% | +4.9% | -38.1% | -35.9% |
| 1Y | -38.6% | +20.4% | -59.0% | -45.1% |
| 3Y | +105.5% | +243.2% | -137.7% | -6.2% |
| 5Y | -7.8% | +275.3% | -283.1% | -62.8% |
| All | -7.8% | +272.3% | -280.2% | -62.8% |
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 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