+2,652.5%
MCD vs SAP
+2,542.1%
+110.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.0% |
| 7D | +8.0% | +4.0% | +4.0% | +7.4% |
| 30D | +19.6% | +15.7% | +3.9% | +17.0% |
| 3M | +2.2% | +23.4% | -21.2% | -1.1% |
| 6M | -1.1% | +41.3% | -42.4% | -6.6% |
| YTD | -7.2% | +2.0% | -9.2% | -8.5% |
| 1Y | -6.7% | -5.1% | -1.6% | -6.9% |
| 3Y | +11.6% | +82.1% | -70.6% | -0.2% |
| 5Y | +22.6% | +77.2% | -54.5% | +9.0% |
| 10Y | +218.4% | +233.6% | -15.2% | +155.6% |
| All | +2,652.5% | +2,542.1% | +110.4% | +1,507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling