-12.4%
MCD vs SARO
-21.9%
+9.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -6.7% | -14.5% | +7.8% | -6.1% |
| 3M | -9.6% | -5.3% | -4.2% | -9.4% |
| 6M | -22.3% | -15.3% | -7.0% | -21.9% |
| YTD | -15.4% | -15.6% | +0.1% | -15.1% |
| 1Y | -16.8% | -9.1% | -7.7% | -16.8% |
| All | -12.4% | -21.9% | +9.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling