-21.6%
SAP vs MDY
+14.2%
-35.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +0.3% | -3.9% | +4.1% | +1.8% |
| 3M | +16.9% | 0.0% | +16.9% | +16.6% |
| 6M | +6.3% | +8.5% | -2.2% | +1.0% |
| YTD | -12.4% | +13.2% | -25.6% | -19.6% |
| 1Y | -21.6% | +15.0% | -36.6% | -28.9% |
| All | -21.6% | +14.2% | -35.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling