+3,005.7%
MPC vs SAN
+153.3%
+2,852.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -12.8% | +3.5% | -16.2% | -14.5% |
| 30D | -12.7% | -13.2% | +0.5% | -7.9% |
| 3M | +27.1% | -16.9% | +44.0% | +36.1% |
| 6M | +45.8% | +2.3% | +43.4% | +40.1% |
| YTD | +134.7% | +4.9% | +129.8% | +117.1% |
| 1Y | +106.0% | +20.4% | +85.6% | +78.0% |
| 3Y | +165.5% | +243.2% | -77.7% | +31.6% |
| 5Y | +540.9% | +275.3% | +265.6% | +185.2% |
| 10Y | +1,133.6% | +254.0% | +879.6% | +429.9% |
| All | +3,005.7% | +153.3% | +2,852.4% | +1,339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling