-20.7%
MDLN vs SCCO
+42.5%
-63.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | -11.1% | -2.7% | -8.4% | -11.0% |
| 30D | -8.4% | -0.7% | -7.6% | -8.2% |
| 3M | -12.4% | +8.1% | -20.5% | -12.1% |
| 6M | -23.3% | +4.1% | -27.4% | -23.3% |
| YTD | -22.5% | +41.1% | -63.7% | -20.1% |
| All | -20.7% | +42.5% | -63.2% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling