+11.6%
MDB vs SCCO
+105.0%
-93.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.2% | +11.5% | +4.9% |
| 7D | -2.8% | -2.7% | -0.1% | -2.7% |
| 30D | -14.9% | -0.2% | -14.7% | -15.1% |
| 3M | +7.3% | +17.8% | -10.4% | +5.1% |
| 6M | +38.2% | +2.3% | +35.9% | +37.0% |
| YTD | -10.9% | +41.6% | -52.5% | -16.2% |
| 1Y | +11.6% | +101.9% | -90.2% | -3.4% |
| All | +11.6% | +105.0% | -93.3% | -3.4% |
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