-7.7%
MDB vs SCCO
+43.0%
-50.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -16.5% | -7.9% | -8.6% | -15.7% |
| 30D | -8.6% | -13.0% | +4.4% | -7.1% |
| 3M | -13.6% | -6.9% | -6.7% | -12.8% |
| 6M | +24.1% | +11.0% | +13.1% | +24.0% |
| YTD | -21.8% | +30.3% | -52.0% | -23.1% |
| 1Y | -7.7% | +45.0% | -52.7% | -12.5% |
| All | -7.7% | +43.0% | -50.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling