+1,268.9%
MDT vs SAP
+2,439.3%
-1,170.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.7% | -3.9% | +0.2% | -2.9% |
| 30D | +8.6% | +6.5% | +2.1% | +7.3% |
| 3M | +12.2% | +14.7% | -2.5% | +9.1% |
| 6M | +33.7% | +39.9% | -6.2% | +24.6% |
| YTD | +7.8% | -2.0% | +9.8% | +6.8% |
| 1Y | +8.9% | -6.0% | +14.9% | +8.7% |
| 3Y | +57.6% | +67.7% | -10.0% | +38.7% |
| 5Y | -0.7% | +78.8% | -79.5% | -14.7% |
| 10Y | +60.3% | +229.3% | -169.0% | +21.4% |
| All | +1,268.9% | +2,439.3% | -1,170.5% | +581.8% |
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 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