+2,233.8%
SAP vs MDY
+2,289.8%
-56.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +9.0% | -1.5% | +10.5% | +10.5% |
| 3M | +14.9% | +0.8% | +14.2% | +13.6% |
| 6M | +11.9% | +7.4% | +4.5% | +3.7% |
| YTD | -9.9% | +15.2% | -25.1% | -21.9% |
| 1Y | -19.5% | +16.5% | -36.1% | -31.1% |
| 3Y | +61.8% | +46.8% | +15.0% | +8.9% |
| 5Y | +56.2% | +46.0% | +10.1% | +4.2% |
| 10Y | +180.6% | +172.1% | +8.5% | -5.2% |
| All | +2,233.8% | +2,289.8% | -56.0% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling