-6.0%
MCD vs SARO
-10.5%
+4.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +14.1% | +40.3% | -26.2% | +11.8% |
| 3M | +0.6% | +2.2% | -1.6% | 0.0% |
| 6M | 0.0% | +3.7% | -3.7% | -0.8% |
| YTD | -9.3% | -3.3% | -6.0% | -9.9% |
| 1Y | -9.3% | +8.4% | -17.7% | -10.3% |
| All | -6.0% | -10.5% | +4.5% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling