+378.7%
SAN vs MKC
-34.7%
+413.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -4.3% | +3.8% | +0.2% |
| 30D | -0.1% | -3.1% | +3.0% | +0.3% |
| 3M | +19.6% | +6.8% | +12.8% | +18.0% |
| 6M | +32.7% | -18.3% | +51.0% | +37.2% |
| YTD | +26.7% | -23.1% | +49.7% | +32.1% |
| 1Y | +51.6% | -23.7% | +75.3% | +58.1% |
| 3Y | +348.7% | -31.0% | +379.7% | +374.0% |
| 5Y | +378.7% | -33.5% | +412.3% | +413.5% |
| All | +378.7% | -34.7% | +413.4% | +413.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling