+642.2%
MPC vs SAN
+381.6%
+260.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +5.4% | +1.8% | +3.7% | +5.0% |
| 30D | +31.0% | +2.0% | +29.0% | +30.4% |
| 3M | +46.0% | +19.7% | +26.3% | +39.9% |
| 6M | +77.3% | +30.6% | +46.7% | +64.9% |
| YTD | +141.9% | +28.8% | +113.1% | +124.0% |
| 1Y | +120.9% | +57.8% | +63.1% | +92.3% |
| 3Y | +182.7% | +338.1% | -155.4% | +77.5% |
| All | +642.2% | +381.6% | +260.7% | +334.5% |
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