+445.3%
MP vs SAN
+652.2%
-206.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -2.9% | +1.8% | -4.6% | -3.6% |
| 30D | +13.8% | +2.0% | +11.8% | +12.8% |
| 3M | -16.7% | +19.7% | -36.4% | -22.8% |
| 6M | -11.5% | +30.6% | -42.1% | -21.0% |
| YTD | +7.9% | +28.8% | -20.9% | -4.1% |
| 1Y | -15.0% | +57.8% | -72.8% | -30.9% |
| 3Y | +153.5% | +338.1% | -184.6% | +24.0% |
| 5Y | +58.7% | +384.2% | -325.6% | -29.5% |
| All | +445.3% | +652.2% | -206.9% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling