+116.7%
MPC vs SAN
+12.6%
+104.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.6% |
| 7D | +11.2% | +4.0% | +7.2% | +12.3% |
| 30D | -14.5% | -7.8% | -6.7% | -15.6% |
| 3M | +16.7% | -16.4% | +33.0% | +12.9% |
| 6M | +67.6% | +3.5% | +64.0% | +70.5% |
| YTD | +157.9% | +6.7% | +151.2% | +155.7% |
| 1Y | +116.7% | +14.5% | +102.2% | +112.9% |
| All | +116.7% | +12.6% | +104.0% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling