-32.6%
MOD vs SCCO
+43.0%
-75.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.9% | -23.4% | -22.6% |
| 7D | -31.3% | -7.9% | -23.4% | -27.9% |
| 30D | -46.1% | -13.0% | -33.1% | -41.3% |
| 3M | -51.1% | -6.9% | -44.3% | -49.7% |
| 6M | -62.1% | +11.0% | -73.0% | -65.1% |
| YTD | -26.2% | +30.3% | -56.5% | -48.4% |
| 1Y | -32.6% | +45.0% | -77.5% | -57.5% |
| All | -32.6% | +43.0% | -75.5% | -57.5% |
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