+345.3%
SAN vs MKC
+29.9%
+315.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +0.9% | -3.1% | +4.1% | +1.6% |
| 3M | +19.1% | +5.2% | +13.9% | +17.3% |
| 6M | +33.2% | -12.8% | +46.0% | +36.8% |
| YTD | +29.1% | -23.3% | +52.4% | +36.1% |
| 1Y | +50.2% | -24.1% | +74.4% | +58.5% |
| 3Y | +351.0% | -32.1% | +383.1% | +384.7% |
| 5Y | +394.7% | -32.8% | +427.5% | +424.1% |
| All | +345.3% | +29.9% | +315.4% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling