+2,233.8%
SAP vs MKC
+1,743.6%
+490.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -5.9% | +3.0% | -0.9% |
| 30D | +9.0% | -0.9% | +9.9% | +9.2% |
| 3M | +14.9% | +12.7% | +2.2% | +10.1% |
| 6M | +11.9% | -19.3% | +31.2% | +19.8% |
| YTD | -9.9% | -22.2% | +12.2% | -2.9% |
| 1Y | -19.5% | -23.3% | +3.8% | -13.1% |
| 3Y | +61.8% | -30.0% | +91.8% | +77.2% |
| 5Y | +56.2% | -33.8% | +89.9% | +71.3% |
| 10Y | +180.6% | +24.4% | +156.2% | +136.4% |
| All | +2,233.8% | +1,743.6% | +490.2% | +904.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling