-23.3%
MKC vs SCCO
+109.6%
-132.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -5.9% | -5.3% | -0.6% | -5.9% |
| 30D | -0.9% | +2.7% | -3.5% | -0.9% |
| 3M | +12.7% | +4.2% | +8.5% | +13.2% |
| 6M | -19.3% | -0.6% | -18.7% | -18.5% |
| YTD | -22.2% | +45.0% | -67.1% | -21.6% |
| 1Y | -23.3% | +109.3% | -132.6% | -23.6% |
| All | -23.3% | +109.6% | -132.9% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling