-32.1%
MKC vs SCCO
+177.0%
-209.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -1.4% |
| 30D | -3.1% | -0.7% | -2.4% | -3.2% |
| 3M | +5.2% | +8.1% | -2.9% | +4.6% |
| 6M | -12.8% | +4.1% | -16.9% | -13.2% |
| YTD | -23.3% | +41.1% | -64.4% | -25.9% |
| 1Y | -24.1% | +95.6% | -119.7% | -29.2% |
| 3Y | -32.1% | +179.3% | -211.4% | -41.4% |
| All | -32.1% | +177.0% | -209.2% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling