-6.4%
SAP vs MKC
-24.7%
+18.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.5% | -7.0% | +4.5% | -1.1% |
| 30D | +7.5% | +4.1% | +3.4% | +6.8% |
| 3M | +11.6% | -10.3% | +22.0% | +13.6% |
| 6M | +37.6% | +1.7% | +35.9% | +38.4% |
| YTD | -2.0% | -29.1% | +27.1% | -1.3% |
| 1Y | -6.4% | -26.0% | +19.6% | -6.0% |
| All | -6.4% | -24.7% | +18.3% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling