+26.1%
MMM vs SCCO
+355.0%
-328.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | +5.6% | +21.6% | -16.0% | +0.6% |
| 6M | +9.5% | +13.4% | -3.9% | +5.0% |
| YTD | +4.1% | +52.6% | -48.5% | -8.0% |
| 1Y | +9.4% | +122.4% | -113.0% | -12.6% |
| 3Y | +101.0% | +208.5% | -107.5% | +42.9% |
| 5Y | +26.1% | +353.9% | -327.8% | -19.8% |
| All | +26.1% | +355.0% | -328.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling