+104.7%
MPC vs SAN
+19.5%
+85.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.3% |
| 7D | +2.6% | +3.4% | -0.8% | +3.3% |
| 30D | -12.2% | -6.3% | -5.9% | -13.0% |
| 3M | +20.1% | -14.1% | +34.2% | +16.9% |
| 6M | +60.6% | +4.2% | +56.4% | +63.8% |
| YTD | +150.6% | +9.0% | +141.5% | +150.3% |
| 1Y | +104.7% | +18.8% | +85.9% | +102.6% |
| All | +104.7% | +19.5% | +85.1% | +102.6% |
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 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