+380.3%
MCO vs SCCO
+1,104.1%
-723.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.8% | -2.7% | -1.1% | -3.3% |
| 30D | -0.4% | -0.7% | +0.3% | -0.6% |
| 3M | +7.7% | +8.1% | -0.4% | +4.7% |
| 6M | +7.0% | +4.1% | +2.9% | +3.6% |
| YTD | -6.4% | +41.1% | -47.5% | -18.4% |
| 1Y | -7.6% | +95.6% | -103.2% | -27.7% |
| 3Y | +43.2% | +179.3% | -136.0% | -4.6% |
| 5Y | +29.6% | +308.3% | -278.7% | -27.3% |
| All | +380.3% | +1,104.1% | -723.8% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling