+137.9%
SAP vs MDB
+906.0%
-768.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.8% |
| 7D | +1.5% | -1.0% | +2.5% | +1.5% |
| 30D | +8.8% | -14.0% | +22.8% | +11.1% |
| 3M | +12.1% | -20.3% | +32.4% | +15.0% |
| 6M | +34.6% | +10.9% | +23.7% | +29.8% |
| YTD | -2.1% | -20.9% | +18.8% | -1.1% |
| 1Y | -5.5% | -11.2% | +5.7% | -6.7% |
| 3Y | +67.4% | -11.9% | +79.4% | +56.6% |
| 5Y | +74.6% | -40.2% | +114.7% | +59.6% |
| All | +137.9% | +906.0% | -768.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling