+2,448.5%
SAP vs MCO
+7,809.3%
-5,360.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +6.5% | +9.8% | -3.3% | +2.5% |
| 3M | +12.2% | +4.3% | +8.0% | +10.2% |
| 6M | +46.1% | +16.5% | +29.6% | +37.4% |
| YTD | -1.6% | +0.1% | -1.8% | -2.0% |
| 1Y | -5.1% | +4.4% | -9.6% | -7.1% |
| 3Y | +68.4% | +51.6% | +16.8% | +41.0% |
| 5Y | +79.4% | +36.7% | +42.7% | +54.8% |
| 10Y | +230.5% | +455.7% | -225.2% | +66.0% |
| All | +2,448.5% | +7,809.3% | -5,360.9% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling