+265.3%
SAN vs MKC
+24.3%
+241.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | +1.0% | -7.3% | +8.3% | +2.7% |
| 30D | -9.4% | +4.0% | -13.3% | -10.2% |
| 3M | -17.1% | -11.5% | -5.7% | -15.1% |
| 6M | +2.2% | +1.1% | +1.1% | +1.3% |
| YTD | +6.0% | -29.9% | +35.9% | +13.8% |
| 1Y | +12.7% | -27.0% | +39.7% | +19.7% |
| 3Y | +242.1% | -22.3% | +264.5% | +253.1% |
| 5Y | +293.6% | -36.0% | +329.6% | +319.8% |
| All | +265.3% | +24.3% | +241.0% | +224.3% |
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