+1,125.6%
MDT vs SCCO
+33,197.0%
-32,071.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +1.0% | -0.2% | +1.2% | +0.8% |
| 3M | +15.2% | +17.8% | -2.6% | +11.4% |
| 6M | +3.7% | +2.3% | +1.4% | +1.9% |
| YTD | -3.0% | +41.6% | -44.6% | -10.0% |
| 1Y | +2.5% | +101.9% | -99.4% | -10.7% |
| 3Y | +26.5% | +186.2% | -159.7% | +1.8% |
| 5Y | -18.3% | +309.7% | -328.0% | -39.2% |
| 10Y | +40.2% | +1,094.2% | -1,054.1% | -14.5% |
| All | +1,125.6% | +33,197.0% | -32,071.4% | +397.3% |
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