+2,439.8%
SAP vs MKC
+1,579.3%
+860.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.5% | -7.0% | +4.5% | 0.0% |
| 30D | +7.5% | +4.1% | +3.4% | +5.9% |
| 3M | +11.6% | -10.3% | +22.0% | +15.5% |
| 6M | +37.6% | +1.7% | +35.9% | +36.2% |
| YTD | -2.0% | -29.1% | +27.1% | +8.8% |
| 1Y | -6.4% | -26.0% | +19.6% | +2.2% |
| 3Y | +67.7% | -21.5% | +89.2% | +75.8% |
| 5Y | +75.7% | -35.0% | +110.8% | +93.1% |
| 10Y | +229.3% | +25.6% | +203.7% | +175.0% |
| All | +2,439.8% | +1,579.3% | +860.5% | +1,025.5% |
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