+76.3%
MMM vs SCCO
+682.0%
-605.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | +12.1% | -17.4% | +29.6% | +17.8% |
| 3M | +1.4% | -11.7% | +13.1% | +4.0% |
| 6M | +26.6% | -12.1% | +38.7% | +28.5% |
| YTD | +16.8% | +20.9% | -4.1% | +5.6% |
| 1Y | +10.1% | +31.3% | -21.3% | -3.1% |
| 3Y | +158.4% | +170.3% | -11.9% | +72.3% |
| 5Y | +43.1% | +240.8% | -197.7% | -14.8% |
| All | +76.3% | +682.0% | -605.6% | -23.5% |
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