-24.5%
MDB vs SCCO
+355.0%
-379.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -4.5% | +2.4% | -7.0% | -5.4% |
| 30D | -14.0% | +6.4% | -20.4% | -16.3% |
| 3M | +5.3% | +21.6% | -16.2% | -3.1% |
| 6M | +31.9% | +13.4% | +18.5% | +23.0% |
| YTD | -14.6% | +52.6% | -67.2% | -31.7% |
| 1Y | +8.2% | +122.4% | -114.1% | -27.8% |
| 3Y | -5.0% | +208.5% | -213.5% | -49.7% |
| 5Y | -24.5% | +353.9% | -378.4% | -67.2% |
| All | -24.5% | +355.0% | -379.5% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling