+27.5%
MDT vs SAP
+56.7%
-29.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +6.0% | +2.6% | +3.4% | +5.6% |
| 3M | +15.5% | +16.3% | -0.7% | +12.7% |
| 6M | +3.4% | +6.4% | -3.0% | +1.6% |
| YTD | -2.2% | -11.4% | +9.3% | -2.1% |
| 1Y | +2.6% | -20.4% | +23.0% | +4.2% |
| 3Y | +27.5% | +56.5% | -29.0% | +23.8% |
| All | +27.5% | +56.7% | -29.2% | +23.8% |
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 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