+26.5%
MLM vs SCCO
+243.3%
-216.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.2% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | +9.0% | -17.4% | +26.4% | +13.3% |
| 3M | -5.6% | -11.7% | +6.1% | -3.7% |
| 6M | -10.7% | -12.1% | +1.4% | -9.4% |
| YTD | -17.2% | +20.9% | -38.0% | -23.1% |
| 1Y | -14.2% | +31.3% | -45.6% | -21.9% |
| 3Y | +15.6% | +170.3% | -154.7% | -17.5% |
| All | +26.5% | +243.3% | -216.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling