+116.7%
MPC vs SARO
+5.2%
+111.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.6% |
| 7D | +11.2% | +0.4% | +10.9% | +11.3% |
| 30D | -14.5% | +40.3% | -54.8% | -7.5% |
| 3M | +16.7% | +2.2% | +14.4% | +18.6% |
| 6M | +67.6% | +3.7% | +63.9% | +70.8% |
| YTD | +157.9% | -3.3% | +161.2% | +162.3% |
| 1Y | +116.7% | +8.4% | +108.3% | +116.3% |
| All | +116.7% | +5.2% | +111.5% | +116.3% |
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