+138.2%
SAP vs MDB
+929.6%
-791.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.9% | +11.6% | -15.4% | -5.7% |
| 30D | +6.5% | -8.9% | +15.4% | +7.7% |
| 3M | +14.7% | -22.4% | +37.0% | +18.2% |
| 6M | +39.9% | +10.1% | +29.9% | +35.1% |
| YTD | -2.0% | -19.0% | +17.1% | -1.3% |
| 1Y | -6.0% | -7.0% | +1.0% | -7.9% |
| 3Y | +67.7% | -9.8% | +77.5% | +56.2% |
| 5Y | +78.8% | -40.1% | +118.8% | +63.5% |
| All | +138.2% | +929.6% | -791.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling