+37.0%
MDT vs SCCO
+1,104.1%
-1,067.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.4% | -2.7% | -0.8% | -3.0% |
| 30D | +0.2% | -0.7% | +0.9% | 0.0% |
| 3M | +14.3% | +8.1% | +6.2% | +11.6% |
| 6M | +4.0% | +4.1% | -0.1% | +1.5% |
| YTD | -3.7% | +41.1% | -44.8% | -12.5% |
| 1Y | -0.4% | +95.6% | -95.9% | -16.1% |
| 3Y | +23.3% | +179.3% | -155.9% | -8.0% |
| 5Y | -18.9% | +308.3% | -327.2% | -46.9% |
| All | +37.0% | +1,104.1% | -1,067.1% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling