+378.7%
SAN vs MDY
+45.8%
+332.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | -0.5% | -0.8% | +0.3% | +0.3% |
| 30D | -0.1% | -3.9% | +3.8% | +3.8% |
| 3M | +19.6% | 0.0% | +19.7% | +19.9% |
| 6M | +32.7% | +8.5% | +24.1% | +23.7% |
| YTD | +26.7% | +13.2% | +13.5% | +13.8% |
| 1Y | +51.6% | +15.0% | +36.6% | +34.0% |
| 3Y | +348.7% | +49.6% | +299.2% | +200.7% |
| 5Y | +378.7% | +46.0% | +332.7% | +229.2% |
| All | +378.7% | +45.8% | +332.9% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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