+1,098.3%
MPC vs SAN
+255.1%
+843.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -8.8% | +10.8% | -19.6% | -13.4% |
| 30D | -14.4% | -5.7% | -8.7% | -12.7% |
| 3M | +21.9% | -13.4% | +35.4% | +28.8% |
| 6M | +60.1% | +3.5% | +56.6% | +52.9% |
| YTD | +142.3% | +9.7% | +132.6% | +117.7% |
| 1Y | +101.7% | +20.9% | +80.8% | +71.5% |
| 3Y | +184.8% | +254.3% | -69.5% | +26.4% |
| 5Y | +564.6% | +304.2% | +260.4% | +151.6% |
| 10Y | +1,098.3% | +260.2% | +838.1% | +343.3% |
| All | +1,098.3% | +255.1% | +843.2% | +343.3% |
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