+177.5%
MCD vs SCCO
+1,108.1%
-930.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.1% | +0.7% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | -7.0% | -0.2% | -6.9% | -7.2% |
| 3M | -9.8% | +17.8% | -27.6% | -12.1% |
| 6M | -21.8% | +2.3% | -24.0% | -22.8% |
| YTD | -15.6% | +41.6% | -57.2% | -21.1% |
| 1Y | -15.2% | +101.9% | -117.0% | -25.1% |
| 3Y | -2.6% | +186.2% | -188.7% | -21.5% |
| 5Y | +18.9% | +309.7% | -290.8% | -13.9% |
| All | +177.5% | +1,108.1% | -930.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling