+191.7%
MPC vs SAN
+258.9%
-67.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +4.3% |
| 7D | -9.4% | +8.7% | -18.1% | -9.8% |
| 30D | -14.3% | -6.5% | -7.8% | -13.8% |
| 3M | +31.1% | -14.2% | +45.3% | +32.7% |
| 6M | +60.3% | +2.7% | +57.5% | +58.7% |
| YTD | +142.5% | +8.9% | +133.7% | +135.0% |
| 1Y | +104.6% | +23.4% | +81.2% | +91.4% |
| 3Y | +191.7% | +257.9% | -66.2% | +115.8% |
| All | +191.7% | +258.9% | -67.2% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling