+354.2%
SAN vs MKC
-29.9%
+384.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +3.3% | -4.3% | +7.7% | +3.8% |
| 30D | +1.1% | -2.0% | +3.1% | +1.3% |
| 3M | +22.2% | +10.0% | +12.2% | +20.5% |
| 6M | +36.0% | -18.5% | +54.5% | +40.3% |
| YTD | +28.2% | -22.4% | +50.7% | +33.0% |
| 1Y | +54.1% | -23.6% | +77.8% | +60.3% |
| 3Y | +354.2% | -30.4% | +384.7% | +376.1% |
| All | +354.2% | -29.9% | +384.1% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling