+5,448.3%
MO vs SCCO
+35,790.2%
-30,341.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -2.4% | +2.4% | -4.8% | -2.7% |
| 30D | +3.6% | +6.4% | -2.8% | +2.6% |
| 3M | -3.7% | +21.6% | -25.3% | -6.5% |
| 6M | +4.5% | +13.4% | -8.9% | +1.7% |
| YTD | +21.5% | +52.6% | -31.1% | +13.2% |
| 1Y | +9.5% | +122.4% | -112.8% | -3.1% |
| 3Y | +93.6% | +208.5% | -114.9% | +60.3% |
| 5Y | +97.5% | +353.9% | -256.4% | +52.6% |
| 10Y | +111.2% | +1,187.3% | -1,076.1% | +39.2% |
| All | +5,448.3% | +35,790.2% | -30,341.9% | +2,448.1% |
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 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