+2,233.8%
SAP vs MCO
+7,581.3%
-5,347.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -2.9% | -4.2% | +1.3% | -1.2% |
| 30D | +9.0% | +2.2% | +6.8% | +8.0% |
| 3M | +14.9% | +10.1% | +4.8% | +10.7% |
| 6M | +11.9% | +5.3% | +6.6% | +9.8% |
| YTD | -9.9% | -2.7% | -7.2% | -9.1% |
| 1Y | -19.5% | -0.4% | -19.2% | -19.9% |
| 3Y | +61.8% | +49.0% | +12.8% | +36.4% |
| 5Y | +56.2% | +33.6% | +22.5% | +36.0% |
| 10Y | +180.6% | +395.3% | -214.7% | +47.1% |
| All | +2,233.8% | +7,581.3% | -5,347.6% | +220.7% |
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