+10.1%
MMM vs SCCO
+26.3%
-16.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +12.1% | -17.4% | +29.6% | +14.8% |
| 3M | +1.4% | -11.7% | +13.1% | +2.6% |
| 6M | +26.6% | -12.1% | +38.7% | +27.4% |
| YTD | +16.8% | +20.9% | -4.1% | +7.4% |
| 1Y | +10.1% | +31.3% | -21.3% | -1.1% |
| All | +10.1% | +26.3% | -16.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling