+80.7%
SAP vs MCO
+36.6%
+44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +6.5% | +9.8% | -3.3% | +1.0% |
| 3M | +12.2% | +4.3% | +8.0% | +9.4% |
| 6M | +46.1% | +16.5% | +29.6% | +34.1% |
| YTD | -1.6% | +0.1% | -1.8% | -2.5% |
| 1Y | -5.1% | +4.4% | -9.6% | -8.1% |
| 3Y | +68.4% | +51.6% | +16.8% | +28.4% |
| All | +80.7% | +36.6% | +44.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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