-12.7%
MCD vs SARO
-22.5%
+9.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -7.8% | -12.2% | +4.5% | -7.2% |
| 3M | -10.7% | -7.4% | -3.3% | -10.4% |
| 6M | -21.3% | -15.3% | -6.0% | -20.9% |
| YTD | -15.8% | -16.2% | +0.4% | -15.3% |
| 1Y | -16.0% | -12.1% | -3.9% | -15.9% |
| All | -12.7% | -22.5% | +9.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SARO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling