+0.7%
MCHP vs SCCO
+177.0%
-176.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -6.0% | -0.7% | -5.3% | -6.5% |
| 3M | -19.7% | +8.1% | -27.8% | -23.3% |
| 6M | +14.0% | +4.1% | +9.9% | +9.6% |
| YTD | +18.4% | +41.1% | -22.7% | -8.0% |
| 1Y | +17.1% | +95.6% | -78.4% | -25.5% |
| 3Y | +0.7% | +179.3% | -178.5% | -49.5% |
| All | +0.7% | +177.0% | -176.3% | -49.5% |
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