+10.5%
MCD vs SAP
+75.3%
-64.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | +19.8% | +11.1% | +8.7% | +18.5% |
| 3M | +0.8% | +17.0% | -16.2% | -0.9% |
| 6M | -1.3% | +34.8% | -36.2% | -4.9% |
| YTD | -7.8% | -2.2% | -5.5% | -8.7% |
| 1Y | -5.0% | -6.4% | +1.5% | -5.5% |
| 3Y | +10.5% | +75.1% | -64.6% | +2.7% |
| All | +10.5% | +75.3% | -64.7% | +2.7% |
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