+235.4%
SAP vs MDY
+165.7%
+69.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -3.9% | +3.0% | -6.9% | -5.9% |
| 30D | +6.5% | +0.8% | +5.7% | +5.7% |
| 3M | +14.7% | -5.1% | +19.8% | +18.6% |
| 6M | +39.9% | +1.2% | +38.8% | +37.8% |
| YTD | -2.0% | +12.5% | -14.4% | -10.8% |
| 1Y | -6.0% | +13.8% | -19.8% | -15.2% |
| 3Y | +67.7% | +56.4% | +11.2% | +18.4% |
| 5Y | +78.8% | +35.3% | +43.5% | +39.1% |
| All | +235.4% | +165.7% | +69.7% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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