+1,049.8%
MDB vs SCCO
+607.1%
+442.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -17.4% | -5.3% | -12.2% | -16.0% |
| 30D | -2.0% | +2.7% | -4.7% | -3.3% |
| 3M | -3.0% | +4.2% | -7.2% | -5.6% |
| 6M | +48.7% | -0.6% | +49.3% | +45.1% |
| YTD | -12.1% | +45.0% | -57.1% | -26.9% |
| 1Y | +14.5% | +109.3% | -94.8% | -18.0% |
| 3Y | -6.1% | +180.8% | -186.9% | -42.5% |
| 5Y | -27.3% | +314.3% | -341.6% | -62.4% |
| All | +1,049.8% | +607.1% | +442.7% | +345.9% |
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