+4,443.0%
MCK vs SCCO
+33,085.5%
-28,642.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -2.7% | -0.3% | -2.6% |
| 30D | +0.4% | -0.7% | +1.1% | +0.3% |
| 3M | +12.1% | +8.1% | +4.0% | +10.2% |
| 6M | -5.4% | +4.1% | -9.6% | -7.3% |
| YTD | +7.8% | +41.1% | -33.3% | +0.5% |
| 1Y | +22.9% | +95.6% | -72.6% | +8.8% |
| 3Y | +110.7% | +179.3% | -68.5% | +71.5% |
| 5Y | +346.2% | +308.3% | +37.9% | +233.6% |
| 10Y | +440.1% | +1,090.2% | -650.1% | +231.0% |
| All | +4,443.0% | +33,085.5% | -28,642.5% | +2,154.8% |
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