+191.0%
MOD vs SCCO
+169.0%
+22.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.5% | +30.3% | +29.3% |
| 7D | +40.4% | -1.9% | +42.3% | +41.8% |
| 30D | -14.0% | -17.4% | +3.4% | -4.0% |
| 3M | -33.3% | -11.7% | -21.7% | -29.2% |
| 6M | -51.4% | -12.1% | -39.3% | -48.4% |
| YTD | +1.6% | +20.9% | -19.3% | -12.6% |
| 1Y | +5.4% | +31.3% | -26.0% | -13.3% |
| 3Y | +191.0% | +170.3% | +20.7% | +68.2% |
| All | +191.0% | +169.0% | +22.0% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling