+317.5%
MOD vs SCCO
+193.6%
+123.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.7% | -2.6% | -2.2% |
| 3M | -35.4% | +4.2% | -39.6% | -37.6% |
| 6M | -7.3% | -0.6% | -6.6% | -8.4% |
| YTD | +45.8% | +45.0% | +0.8% | +13.1% |
| 1Y | +43.1% | +109.3% | -66.2% | -10.7% |
| All | +317.5% | +193.6% | +123.9% | +110.8% |
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 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