+1,106.2%
MPC vs SAN
+267.2%
+839.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +1.8% |
| 7D | -9.4% | +8.7% | -18.1% | -13.2% |
| 30D | -14.3% | -6.5% | -7.8% | -12.3% |
| 3M | +31.1% | -14.2% | +45.3% | +39.0% |
| 6M | +60.3% | +2.7% | +57.5% | +53.6% |
| YTD | +142.5% | +8.9% | +133.7% | +118.6% |
| 1Y | +104.6% | +23.4% | +81.2% | +71.9% |
| 3Y | +191.7% | +257.9% | -66.2% | +28.5% |
| 5Y | +549.2% | +297.8% | +251.5% | +148.2% |
| 10Y | +1,106.2% | +259.6% | +846.6% | +348.5% |
| All | +1,106.2% | +267.2% | +839.0% | +348.5% |
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