+23.4%
MCD vs SAP
+74.8%
-51.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.9% | -2.5% | +0.5% | -1.6% |
| 30D | +16.6% | +7.5% | +9.2% | +15.4% |
| 3M | +0.9% | +11.6% | -10.7% | -0.7% |
| 6M | +1.5% | +37.6% | -36.2% | -3.7% |
| YTD | -8.3% | -2.0% | -6.4% | -9.0% |
| 1Y | -8.1% | -6.4% | -1.8% | -8.1% |
| 3Y | +10.3% | +67.7% | -57.4% | -3.0% |
| 5Y | +23.4% | +75.7% | -52.3% | +4.4% |
| All | +23.4% | +74.8% | -51.3% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling