-13.2%
SAP vs MDLN
-7.5%
-5.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.8% |
| 7D | -5.1% | -11.5% | +6.4% | -3.4% |
| 30D | -1.8% | -7.6% | +5.8% | -0.7% |
| 3M | +20.9% | -11.4% | +32.3% | +23.8% |
| 6M | +7.0% | -24.5% | +31.5% | +11.2% |
| YTD | -13.7% | -22.9% | +9.1% | -9.9% |
| All | -13.2% | -7.5% | -5.8% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling