+1,320.6%
MMM vs SCCO
+33,989.4%
-32,668.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.3% | -5.3% | +1.9% | -2.2% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | +10.8% | +4.2% | +6.6% | +8.9% |
| 6M | +5.8% | -0.6% | +6.4% | +4.4% |
| YTD | +6.8% | +45.0% | -38.2% | -4.1% |
| 1Y | +10.4% | +109.3% | -98.9% | -9.4% |
| 3Y | +104.7% | +180.8% | -76.1% | +53.8% |
| 5Y | +23.6% | +314.3% | -290.7% | -16.9% |
| 10Y | +54.1% | +1,083.3% | -1,029.2% | -20.2% |
| All | +1,320.6% | +33,989.4% | -32,668.8% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling