-19.5%
MDT vs SAP
+55.3%
-74.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +2.8% | +0.3% | +2.5% | +2.6% |
| 3M | +13.1% | +16.9% | -3.8% | +9.2% |
| 6M | +2.3% | +6.3% | -4.0% | +0.3% |
| YTD | -2.7% | -12.4% | +9.7% | -1.3% |
| 1Y | +0.9% | -21.6% | +22.5% | +4.9% |
| 3Y | +26.8% | +54.8% | -27.9% | +7.7% |
| 5Y | -19.5% | +56.2% | -75.6% | -34.0% |
| All | -19.5% | +55.3% | -74.7% | -34.0% |
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 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