-21.0%
MDLN vs SCCO
+43.0%
-64.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | -4.8% |
| 7D | -11.5% | -2.7% | -8.8% | -11.4% |
| 30D | -7.6% | -0.2% | -7.4% | -7.4% |
| 3M | -11.4% | +17.8% | -29.1% | -11.3% |
| 6M | -24.5% | +2.3% | -26.7% | -24.6% |
| YTD | -22.9% | +41.6% | -64.5% | -20.4% |
| All | -21.0% | +43.0% | -64.0% | -18.5% |
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