-9.3%
MCD vs SAP
-5.7%
-3.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +14.1% | +6.5% | +7.6% | +13.4% |
| 3M | +0.6% | +12.2% | -11.6% | -0.6% |
| 6M | 0.0% | +46.1% | -46.0% | -4.1% |
| YTD | -9.3% | -1.6% | -7.7% | -12.3% |
| 1Y | -9.3% | -5.1% | -4.2% | -11.8% |
| All | -9.3% | -5.7% | -3.6% | -11.8% |
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 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