+1,541.5%
MKC vs SCCO
+35,790.2%
-34,248.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.3% | +2.4% | -6.8% | -4.6% |
| 30D | -3.1% | +6.4% | -9.5% | -3.9% |
| 3M | +6.8% | +21.6% | -14.7% | +4.2% |
| 6M | -18.3% | +13.4% | -31.7% | -20.2% |
| YTD | -23.1% | +52.6% | -75.7% | -27.4% |
| 1Y | -23.7% | +122.4% | -146.1% | -31.2% |
| 3Y | -31.0% | +208.5% | -239.5% | -40.9% |
| 5Y | -33.5% | +353.9% | -387.4% | -46.2% |
| 10Y | +30.3% | +1,187.3% | -1,157.0% | -9.1% |
| All | +1,541.5% | +35,790.2% | -34,248.7% | +700.4% |
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 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