+1.2%
SAP vs MDLN
+15.3%
-14.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +18.4% | -14.1% | +1.3% |
| 7D | +1.3% | +24.7% | -23.3% | -2.2% |
| 30D | +15.5% | +12.7% | +2.8% | +13.1% |
| 3M | +22.8% | -4.0% | +26.8% | +23.0% |
| 6M | +42.5% | -8.7% | +51.2% | +43.8% |
| YTD | +0.5% | -3.9% | +4.5% | +1.2% |
| All | +1.2% | +15.3% | -14.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling