-10.9%
SAP vs MDLN
-0.9%
-10.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.9% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +2.6% | -1.5% | +4.1% | +2.7% |
| 3M | +16.3% | +2.6% | +13.6% | +17.4% |
| 6M | +6.4% | -20.9% | +27.2% | +9.7% |
| YTD | -11.4% | -17.4% | +6.0% | -8.4% |
| All | -10.9% | -0.9% | -10.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling