+62.4%
SAP vs MDB
-5.3%
+67.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.1% |
| 7D | -2.9% | -17.4% | +14.5% | +0.5% |
| 30D | +9.0% | -2.0% | +11.0% | +9.0% |
| 3M | +14.9% | -3.0% | +18.0% | +14.6% |
| 6M | +11.9% | +48.7% | -36.8% | +3.2% |
| YTD | -9.9% | -12.1% | +2.2% | -10.1% |
| 1Y | -19.5% | +14.5% | -34.0% | -23.1% |
| All | +62.4% | -5.3% | +67.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling