+43.1%
MOD vs SCCO
+105.9%
-62.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | -5.3% | +14.8% | +13.0% |
| 30D | 0.0% | +0.9% | -0.9% | -1.2% |
| 3M | -35.4% | +2.4% | -37.8% | -37.1% |
| 6M | -7.3% | -2.4% | -4.9% | -9.3% |
| YTD | +45.8% | +42.4% | +3.4% | +13.5% |
| 1Y | +43.1% | +105.6% | -62.5% | +8.8% |
| All | +43.1% | +105.9% | -62.8% | +8.8% |
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 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