-1.5%
MCD vs SAP
+62.3%
-63.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.6% |
| 30D | -6.0% | +9.0% | -15.0% | -6.9% |
| 3M | -5.6% | +14.9% | -20.5% | -7.5% |
| 6M | -21.9% | +11.9% | -33.7% | -23.3% |
| YTD | -14.7% | -9.9% | -4.8% | -14.8% |
| 1Y | -17.3% | -19.5% | +2.3% | -16.4% |
| All | -1.5% | +62.3% | -63.8% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling