+54.4%
SAP vs MCO
+26.7%
+27.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.7% |
| 7D | -5.1% | -7.3% | +2.2% | -1.0% |
| 30D | -1.8% | -1.7% | -0.1% | -0.9% |
| 3M | +20.9% | +3.9% | +17.0% | +18.5% |
| 6M | +7.0% | +3.8% | +3.2% | +4.9% |
| YTD | -13.7% | -7.9% | -5.8% | -10.3% |
| 1Y | -19.6% | -6.8% | -12.7% | -17.2% |
| 3Y | +52.4% | +40.9% | +11.5% | +21.5% |
| 5Y | +54.4% | +27.5% | +26.9% | +21.0% |
| All | +54.4% | +26.7% | +27.7% | +21.0% |
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