+2,132.5%
MCD vs SCCO
+33,989.4%
-31,856.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | -5.3% | +2.4% | -2.2% |
| 30D | -6.0% | +2.7% | -8.7% | -6.5% |
| 3M | -5.6% | +4.2% | -9.8% | -6.7% |
| 6M | -21.9% | -0.6% | -21.2% | -22.6% |
| YTD | -14.7% | +45.0% | -59.7% | -20.2% |
| 1Y | -17.3% | +109.3% | -126.6% | -26.7% |
| 3Y | -2.2% | +180.8% | -182.9% | -18.6% |
| 5Y | +20.3% | +314.3% | -294.0% | -7.4% |
| 10Y | +180.7% | +1,083.3% | -902.6% | +80.1% |
| All | +2,132.5% | +33,989.4% | -31,856.9% | +779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling