+1,079.5%
MPC vs SAN
+236.7%
+842.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -16.2% | +4.9% | -21.1% | -18.4% |
| 30D | -15.7% | -13.0% | -2.7% | -10.8% |
| 3M | +24.9% | -18.9% | +43.8% | +35.8% |
| 6M | +52.7% | -4.1% | +56.8% | +51.1% |
| YTD | +131.9% | +2.6% | +129.3% | +114.8% |
| 1Y | +96.6% | +16.9% | +79.7% | +69.3% |
| 3Y | +163.8% | +239.1% | -75.3% | +19.1% |
| 5Y | +533.1% | +266.8% | +266.3% | +152.6% |
| All | +1,079.5% | +236.7% | +842.7% | +354.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling