+145.5%
MLM vs SCCO
+681.3%
-535.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -5.8% | -2.4% | -3.4% | -5.2% |
| 30D | +9.8% | -16.5% | +26.3% | +15.6% |
| 3M | -5.2% | -10.4% | +5.2% | -2.9% |
| 6M | -10.3% | -2.8% | -7.5% | -11.4% |
| YTD | -15.5% | +27.2% | -42.6% | -25.3% |
| 1Y | -15.0% | +33.6% | -48.7% | -26.3% |
| 3Y | +17.5% | +182.4% | -164.9% | -27.0% |
| 5Y | +30.5% | +262.8% | -232.2% | -29.8% |
| 10Y | +145.5% | +724.4% | -578.9% | -19.7% |
| All | +145.5% | +681.3% | -535.8% | -19.7% |
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