-3.9%
MCD vs SAP
-5.6%
+1.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +6.0% |
| 7D | +11.9% | +1.3% | +10.6% | +11.6% |
| 30D | +20.2% | +15.5% | +4.7% | +18.4% |
| 3M | +5.2% | +22.8% | -17.6% | +2.9% |
| 6M | 0.0% | +42.5% | -42.5% | -4.4% |
| YTD | -6.5% | +0.5% | -7.1% | -8.9% |
| 1Y | -3.9% | -5.9% | +2.0% | -3.2% |
| All | -3.9% | -5.6% | +1.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling