+97.9%
MMM vs SCCO
+199.6%
-101.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.6% | +2.4% | -5.0% | -3.1% |
| 30D | -9.3% | +6.4% | -15.7% | -10.6% |
| 3M | +5.6% | +21.6% | -16.0% | +1.0% |
| 6M | +9.5% | +13.4% | -3.9% | +5.3% |
| YTD | +4.1% | +52.6% | -48.5% | -7.7% |
| 1Y | +9.4% | +122.4% | -113.0% | -12.7% |
| All | +97.9% | +199.6% | -101.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling