+9.7%
MCD vs SCCO
+183.0%
-173.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.9% |
| 30D | +16.6% | -16.5% | +33.1% | +16.6% |
| 3M | +0.9% | -10.4% | +11.3% | +0.9% |
| 6M | +1.5% | -2.8% | +4.2% | +1.3% |
| YTD | -8.3% | +27.2% | -35.5% | -8.7% |
| 1Y | -8.1% | +33.6% | -41.8% | -8.6% |
| All | +9.7% | +183.0% | -173.3% | +7.2% |
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 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