-37.3%
MP vs SCCO
+27.6%
-64.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +3.7% |
| 7D | +11.0% | +1.7% | +9.3% | +9.7% |
| 30D | -11.7% | -18.1% | +6.4% | +1.2% |
| 3M | -30.8% | -12.8% | -18.0% | -24.3% |
| 6M | -42.9% | -8.5% | -34.4% | -40.0% |
| YTD | -25.9% | +23.9% | -49.8% | -42.2% |
| 1Y | -37.3% | +30.0% | -67.3% | -53.2% |
| All | -37.3% | +27.6% | -64.9% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling