+1,722.5%
SAN vs MKC
+3,068.3%
-1,345.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +4.0% | -3.0% | +7.0% | +5.0% |
| 30D | -7.8% | +4.8% | -12.6% | -9.3% |
| 3M | -16.4% | -12.8% | -3.5% | -12.9% |
| 6M | +3.5% | +5.0% | -1.5% | +1.0% |
| YTD | +6.7% | -29.1% | +35.7% | +16.9% |
| 1Y | +14.5% | -26.4% | +40.9% | +23.9% |
| 3Y | +243.5% | -21.6% | +265.1% | +258.2% |
| 5Y | +296.2% | -35.2% | +331.4% | +331.8% |
| 10Y | +268.5% | +25.6% | +242.9% | +206.8% |
| All | +1,722.5% | +3,068.3% | -1,345.8% | +692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling