+287.6%
MP vs SCCO
+507.9%
-220.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +5.3% |
| 7D | +9.5% | -1.9% | +11.4% | +10.9% |
| 30D | -3.0% | -17.4% | +14.4% | +10.8% |
| 3M | -30.4% | -11.7% | -18.7% | -24.5% |
| 6M | -39.2% | -12.1% | -27.1% | -34.2% |
| YTD | -23.3% | +20.9% | -44.2% | -35.6% |
| 1Y | -32.6% | +31.3% | -64.0% | -46.8% |
| 3Y | +159.3% | +170.3% | -11.0% | +13.1% |
| 5Y | -16.4% | +240.8% | -257.2% | -70.2% |
| All | +287.6% | +507.9% | -220.3% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling