+1,183.9%
MET vs SCCO
+35,376.5%
-34,192.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | -1.4% | +6.4% | -7.8% | -4.4% |
| 3M | +12.5% | +21.6% | -9.0% | +2.1% |
| 6M | +37.1% | +13.4% | +23.7% | +25.5% |
| YTD | +23.8% | +52.6% | -28.8% | -2.1% |
| 1Y | +24.1% | +122.4% | -98.2% | -17.1% |
| 3Y | +65.2% | +208.5% | -143.3% | -9.2% |
| 5Y | +82.3% | +353.9% | -271.6% | -19.5% |
| 10Y | +241.6% | +1,187.3% | -945.7% | -9.0% |
| All | +1,183.9% | +35,376.5% | -34,192.6% | +43.1% |
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 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