-1.0%
SAP vs MDLN
+12.8%
-13.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +6.5% | +9.9% | -3.3% | +4.7% |
| 3M | +12.2% | +10.9% | +1.3% | +10.0% |
| 6M | +46.1% | +2.0% | +44.1% | +45.5% |
| YTD | -1.6% | -6.0% | +4.4% | -0.7% |
| All | -1.0% | +12.8% | -13.8% | +0.1% |
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