+39.9%
MDB vs SARO
-21.1%
+61.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -18.0% | +1.1% | -19.1% | -18.3% |
| 30D | -10.7% | -16.2% | +5.4% | -5.0% |
| 3M | +1.0% | -1.3% | +2.3% | +0.1% |
| 6M | +31.6% | -15.2% | +46.9% | +37.8% |
| YTD | -15.2% | -14.7% | -0.5% | -10.9% |
| 1Y | +10.1% | -9.1% | +19.2% | +11.5% |
| All | +39.9% | -21.1% | +61.0% | +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 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