+15.6%
MLM vs SCCO
+169.0%
-153.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.3% |
| 7D | -0.9% | -1.9% | +1.0% | -0.6% |
| 30D | +9.0% | -17.4% | +26.4% | +12.3% |
| 3M | -5.6% | -11.7% | +6.1% | -4.1% |
| 6M | -10.7% | -12.1% | +1.4% | -9.7% |
| YTD | -17.2% | +20.9% | -38.0% | -21.4% |
| 1Y | -14.2% | +31.3% | -45.6% | -19.7% |
| 3Y | +15.6% | +170.3% | -154.7% | -5.6% |
| All | +15.6% | +169.0% | -153.4% | -5.6% |
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 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