-18.2%
MDT vs SCCO
+303.5%
-321.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.4% | -2.7% | -0.8% | -3.2% |
| 30D | +0.2% | -0.7% | +0.9% | +0.1% |
| 3M | +14.3% | +8.1% | +6.2% | +12.7% |
| 6M | +4.0% | +4.1% | -0.1% | +2.5% |
| YTD | -3.7% | +41.1% | -44.8% | -9.4% |
| 1Y | -0.4% | +95.6% | -95.9% | -10.9% |
| 3Y | +23.3% | +179.3% | -155.9% | +0.4% |
| All | -18.2% | +303.5% | -321.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling