-2.6%
MCD vs SCCO
+199.6%
-202.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -2.9% |
| 30D | -6.7% | +6.4% | -13.1% | -6.8% |
| 3M | -9.6% | +21.6% | -31.1% | -9.7% |
| 6M | -22.3% | +13.4% | -35.7% | -22.5% |
| YTD | -15.4% | +52.6% | -68.1% | -16.0% |
| 1Y | -16.8% | +122.4% | -139.2% | -18.0% |
| All | -2.6% | +199.6% | -202.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling