+450.9%
MOD vs SCCO
+28,875.4%
-28,424.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.2% |
| 7D | -25.5% | -4.8% | -20.7% | -24.0% |
| 30D | -49.0% | -15.8% | -33.2% | -44.8% |
| 3M | -49.8% | -10.9% | -38.9% | -47.5% |
| 6M | -64.8% | -5.1% | -59.7% | -64.1% |
| YTD | -27.6% | +23.2% | -50.9% | -35.4% |
| 1Y | -35.2% | +30.7% | -65.9% | -43.5% |
| 3Y | +137.1% | +164.1% | -27.0% | +46.8% |
| 5Y | +760.3% | +271.3% | +489.0% | +347.8% |
| 10Y | +938.8% | +860.5% | +78.3% | +248.4% |
| All | +450.9% | +28,875.4% | -28,424.6% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling