-13.0%
SAP vs MDLN
-7.1%
-6.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.1% | -11.1% | +7.0% | -2.4% |
| 30D | +1.1% | -8.4% | +9.4% | +2.4% |
| 3M | +26.1% | -12.4% | +38.5% | +29.1% |
| 6M | +9.8% | -23.3% | +33.1% | +13.9% |
| YTD | -13.6% | -22.5% | +9.0% | -9.8% |
| All | -13.0% | -7.1% | -6.0% | -9.1% |
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