-1.6%
MDLN vs SCCO
+31.6%
-33.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.9% | +16.4% | +18.3% |
| 7D | +24.7% | -7.9% | +32.5% | +24.9% |
| 30D | +12.7% | -13.0% | +25.7% | +13.1% |
| 3M | -4.0% | -6.9% | +2.9% | -3.6% |
| 6M | -8.7% | +11.0% | -19.7% | -8.5% |
| YTD | -3.9% | +30.3% | -34.2% | -0.6% |
| All | -1.6% | +31.6% | -33.2% | +1.8% |
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