+179.0%
SAP vs MKC
+26.7%
+152.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | -4.3% | +4.0% | +1.0% |
| 30D | +0.3% | -3.1% | +3.4% | +1.1% |
| 3M | +16.9% | +6.8% | +10.1% | +14.6% |
| 6M | +6.3% | -18.3% | +24.7% | +12.2% |
| YTD | -12.4% | -23.1% | +10.6% | -6.3% |
| 1Y | -21.6% | -23.7% | +2.1% | -16.2% |
| 3Y | +54.8% | -31.0% | +85.8% | +68.8% |
| 5Y | +56.2% | -33.5% | +89.7% | +69.1% |
| 10Y | +179.0% | +30.3% | +148.8% | +148.9% |
| All | +179.0% | +26.7% | +152.4% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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