+211.7%
MCD vs SAP
+216.8%
-5.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | +19.8% | +11.1% | +8.7% | +16.8% |
| 3M | +0.8% | +17.0% | -16.2% | -3.1% |
| 6M | -1.3% | +34.8% | -36.2% | -8.9% |
| YTD | -7.8% | -2.2% | -5.5% | -8.6% |
| 1Y | -5.0% | -6.4% | +1.5% | -4.7% |
| 3Y | +10.5% | +75.1% | -64.6% | -9.9% |
| 5Y | +22.0% | +69.8% | -47.9% | -1.2% |
| All | +211.7% | +216.8% | -5.1% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling