+56.8%
SAP vs MKC
-33.2%
+90.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -0.3% | -4.3% | +4.1% | +0.7% |
| 30D | +2.6% | -2.0% | +4.6% | +2.9% |
| 3M | +16.3% | +10.0% | +6.3% | +14.1% |
| 6M | +6.4% | -18.5% | +24.9% | +10.2% |
| YTD | -11.4% | -22.4% | +11.0% | -7.5% |
| 1Y | -20.4% | -23.6% | +3.2% | -16.7% |
| 3Y | +56.5% | -30.4% | +87.0% | +67.3% |
| 5Y | +56.8% | -34.2% | +91.0% | +62.4% |
| All | +56.8% | -33.2% | +90.0% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling