+27.4%
MKC vs SCCO
+1,104.1%
-1,076.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | -3.1% | -0.7% | -2.4% | -3.2% |
| 3M | +5.2% | +8.1% | -2.9% | +4.0% |
| 6M | -12.8% | +4.1% | -16.9% | -13.8% |
| YTD | -23.3% | +41.1% | -64.4% | -26.9% |
| 1Y | -24.1% | +95.6% | -119.7% | -30.6% |
| 3Y | -32.1% | +179.3% | -211.4% | -41.4% |
| 5Y | -32.8% | +308.3% | -341.1% | -45.5% |
| All | +27.4% | +1,104.1% | -1,076.7% | -8.3% |
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 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