+2,101.2%
SAN vs MKC
+3,376.8%
-1,275.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.8% | -5.9% | +7.6% | +3.7% |
| 30D | +2.0% | -0.9% | +2.9% | +2.1% |
| 3M | +19.7% | +12.7% | +7.0% | +14.5% |
| 6M | +30.6% | -19.3% | +49.9% | +38.5% |
| YTD | +28.8% | -22.2% | +51.0% | +37.3% |
| 1Y | +57.8% | -23.3% | +81.1% | +68.4% |
| 3Y | +338.1% | -30.0% | +368.1% | +374.9% |
| 5Y | +384.2% | -33.8% | +418.0% | +425.3% |
| 10Y | +353.1% | +24.4% | +328.7% | +280.1% |
| All | +2,101.2% | +3,376.8% | -1,275.5% | +831.1% |
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 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