+150.1%
MPC vs SARO
-21.1%
+171.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +3.9% | +1.1% | +2.8% | +3.7% |
| 30D | +33.8% | -16.2% | +49.9% | +36.0% |
| 3M | +49.9% | -1.3% | +51.1% | +48.2% |
| 6M | +80.9% | -15.2% | +96.2% | +83.6% |
| YTD | +147.4% | -14.7% | +162.1% | +149.5% |
| 1Y | +123.2% | -9.1% | +132.3% | +119.8% |
| All | +150.1% | -21.1% | +171.2% | +128.2% |
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