+3,101.0%
MPC vs SAN
+211.0%
+2,890.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +5.4% | +1.8% | +3.7% | +4.6% |
| 30D | +31.0% | +2.0% | +29.0% | +29.7% |
| 3M | +46.0% | +19.7% | +26.3% | +33.4% |
| 6M | +77.3% | +30.6% | +46.7% | +52.6% |
| YTD | +141.9% | +28.8% | +113.1% | +106.9% |
| 1Y | +120.9% | +57.8% | +63.1% | +70.7% |
| 3Y | +182.7% | +338.1% | -155.4% | +26.5% |
| 5Y | +646.4% | +384.2% | +262.2% | +198.2% |
| 10Y | +1,138.7% | +353.1% | +785.6% | +383.3% |
| All | +3,101.0% | +211.0% | +2,890.0% | +1,271.9% |
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