+564.6%
MPC vs SAN
+298.8%
+265.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -8.8% | +10.8% | -19.6% | -10.5% |
| 30D | -14.4% | -5.7% | -8.7% | -13.6% |
| 3M | +21.9% | -13.4% | +35.4% | +24.8% |
| 6M | +60.1% | +3.5% | +56.6% | +57.3% |
| YTD | +142.3% | +9.7% | +132.6% | +131.5% |
| 1Y | +101.7% | +20.9% | +80.8% | +87.3% |
| 3Y | +184.8% | +254.3% | -69.5% | +91.4% |
| 5Y | +564.6% | +304.2% | +260.4% | +334.4% |
| All | +564.6% | +298.8% | +265.8% | +334.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling