-16.4%
MLM vs SCCO
+105.9%
-122.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.9% | -5.3% | +2.4% | -2.0% |
| 30D | -6.8% | +0.9% | -7.7% | -7.1% |
| 3M | -11.2% | +2.4% | -13.6% | -12.2% |
| 6M | -21.8% | -2.4% | -19.5% | -23.4% |
| YTD | -17.0% | +42.4% | -59.4% | -22.0% |
| 1Y | -16.4% | +105.6% | -122.0% | -22.6% |
| All | -16.4% | +105.9% | -122.3% | -22.6% |
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