+6,665.1%
MCO vs SCCO
+33,197.0%
-26,531.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +0.4% |
| 7D | -7.3% | -2.7% | -4.6% | -6.8% |
| 30D | -1.7% | -0.2% | -1.5% | -2.1% |
| 3M | +3.9% | +17.8% | -13.8% | -1.7% |
| 6M | +3.8% | +2.3% | +1.6% | +0.8% |
| YTD | -7.9% | +41.6% | -49.5% | -19.6% |
| 1Y | -6.8% | +101.9% | -108.7% | -26.9% |
| 3Y | +40.9% | +186.2% | -145.2% | -3.3% |
| 5Y | +27.5% | +309.7% | -282.2% | -23.3% |
| 10Y | +381.4% | +1,094.2% | -712.8% | +103.5% |
| All | +6,665.1% | +33,197.0% | -26,531.9% | +1,526.3% |
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