+1,047.4%
MOD vs SCCO
+33,989.4%
-32,942.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | -5.3% | +14.8% | +12.2% |
| 30D | 0.0% | +2.7% | -2.6% | -1.6% |
| 3M | -35.4% | +4.2% | -39.6% | -36.8% |
| 6M | -7.3% | -0.6% | -6.6% | -7.2% |
| YTD | +45.8% | +45.0% | +0.8% | +21.0% |
| 1Y | +43.1% | +109.3% | -66.2% | +0.2% |
| 3Y | +297.7% | +180.8% | +116.9% | +140.1% |
| 5Y | +1,478.8% | +314.3% | +1,164.5% | +680.4% |
| 10Y | +1,633.4% | +1,083.3% | +550.1% | +430.6% |
| All | +1,047.4% | +33,989.4% | -32,942.0% | +18.1% |
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