+151.2%
MPC vs SARO
-21.9%
+173.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +25.0% | -14.5% | +39.5% | +26.9% |
| 3M | +55.2% | -5.3% | +60.5% | +54.4% |
| 6M | +86.4% | -15.3% | +101.7% | +88.8% |
| YTD | +148.5% | -15.6% | +164.0% | +150.8% |
| 1Y | +121.7% | -9.1% | +130.8% | +117.8% |
| All | +151.2% | -21.9% | +173.1% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling