+51.2%
MMM vs SCCO
+1,108.1%
-1,056.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | +1.0% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -10.7% | -0.2% | -10.5% | -11.0% |
| 3M | +4.3% | +17.8% | -13.5% | -1.3% |
| 6M | +5.9% | +2.3% | +3.7% | +3.2% |
| YTD | +3.2% | +41.6% | -38.4% | -10.1% |
| 1Y | +8.0% | +101.9% | -93.9% | -16.3% |
| 3Y | +99.1% | +186.2% | -87.1% | +32.8% |
| 5Y | +25.7% | +309.7% | -283.9% | -28.2% |
| All | +51.2% | +1,108.1% | -1,056.9% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling