+812.7%
MOD vs SCCO
+279.1%
+533.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.6% | +6.8% |
| 7D | -13.9% | -0.9% | -13.1% | -13.6% |
| 30D | -41.5% | -15.0% | -26.5% | -35.7% |
| 3M | -45.7% | -9.1% | -36.6% | -43.2% |
| 6M | -61.1% | -0.9% | -60.2% | -61.3% |
| YTD | -20.5% | +29.7% | -50.2% | -33.5% |
| 1Y | -32.1% | +38.2% | -70.3% | -45.0% |
| 3Y | +146.5% | +191.5% | -45.0% | +27.5% |
| 5Y | +812.7% | +281.7% | +531.0% | +299.3% |
| All | +812.7% | +279.1% | +533.7% | +299.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling