+18.5%
MLM vs SCCO
+182.2%
-163.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.9% | -5.3% | +2.4% | -1.9% |
| 30D | -6.8% | +2.7% | -9.5% | -7.4% |
| 3M | -11.2% | +4.2% | -15.4% | -12.4% |
| 6M | -21.8% | -0.6% | -21.2% | -22.8% |
| YTD | -17.0% | +45.0% | -61.9% | -23.7% |
| 1Y | -16.4% | +109.3% | -125.7% | -28.4% |
| All | +18.5% | +182.2% | -163.6% | -8.9% |
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