+27.5%
MCK vs SARO
-6.5%
+34.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +9.3% | +6.3% | +2.9% | +9.1% |
| 30D | +16.3% | +20.8% | -4.5% | +15.8% |
| 3M | +22.3% | -18.4% | +40.7% | +21.3% |
| 6M | +34.1% | +0.8% | +33.3% | +33.3% |
| YTD | +31.1% | -11.8% | +42.9% | +31.2% |
| 1Y | +27.5% | -7.3% | +34.8% | +26.9% |
| All | +27.5% | -6.5% | +34.0% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling