+3,606.8%
MLM vs SCCO
+28,875.4%
-25,268.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | -4.1% | -4.8% | +0.7% | -2.7% |
| 30D | +8.2% | -15.8% | +23.9% | +13.2% |
| 3M | -3.6% | -10.9% | +7.4% | -1.2% |
| 6M | -15.6% | -5.1% | -10.5% | -15.9% |
| YTD | -16.4% | +23.2% | -39.7% | -24.3% |
| 1Y | -14.3% | +30.7% | -45.0% | -23.8% |
| 3Y | +19.3% | +164.1% | -144.8% | -17.9% |
| 5Y | +29.6% | +271.3% | -241.7% | -21.8% |
| 10Y | +189.9% | +860.5% | -670.6% | +26.4% |
| All | +3,606.8% | +28,875.4% | -25,268.7% | +751.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling