+4,512.7%
MCHP vs SCCO
+33,197.0%
-28,684.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.3% | +0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | -11.1% | -0.2% | -10.9% | -11.5% |
| 3M | -18.1% | +17.8% | -35.8% | -22.7% |
| 6M | +10.8% | +2.3% | +8.5% | +9.1% |
| YTD | +14.2% | +41.6% | -27.4% | -0.9% |
| 1Y | +13.5% | +101.9% | -88.4% | -13.0% |
| 3Y | -2.0% | +186.2% | -188.2% | -33.6% |
| 5Y | +1.4% | +309.7% | -308.3% | -40.0% |
| 10Y | +195.5% | +1,094.2% | -898.8% | +24.3% |
| All | +4,512.7% | +33,197.0% | -28,684.3% | +537.6% |
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