+180.0%
MCD vs SAP
+173.6%
+6.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -6.1% | +2.6% | -8.7% | -6.8% |
| 3M | -7.3% | +16.3% | -23.5% | -11.0% |
| 6M | -20.9% | +6.4% | -27.3% | -22.9% |
| YTD | -14.7% | -11.4% | -3.2% | -13.4% |
| 1Y | -16.1% | -20.4% | +4.3% | -12.6% |
| 3Y | -1.5% | +56.5% | -58.0% | -17.6% |
| 5Y | +20.4% | +56.8% | -36.3% | -1.0% |
| 10Y | +180.0% | +176.2% | +3.8% | +82.8% |
| All | +180.0% | +173.6% | +6.4% | +82.8% |
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