+43.5%
MLM vs SCCO
+316.1%
-272.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.9% | -5.3% | +2.4% | -1.7% |
| 30D | -6.8% | +2.7% | -9.5% | -7.5% |
| 3M | -11.2% | +4.2% | -15.4% | -12.7% |
| 6M | -21.8% | -0.6% | -21.2% | -22.8% |
| YTD | -17.0% | +45.0% | -61.9% | -25.6% |
| 1Y | -16.4% | +109.3% | -125.7% | -32.0% |
| 3Y | +14.5% | +180.8% | -166.3% | -17.9% |
| All | +43.5% | +316.1% | -272.6% | -13.1% |
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