-11.7%
MP vs SCCO
+114.2%
-125.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | -1.7% |
| 7D | +3.0% | +3.4% | -0.4% | +0.7% |
| 30D | +8.3% | +6.6% | +1.7% | +3.7% |
| 3M | -3.8% | +24.5% | -28.3% | -17.4% |
| 6M | -4.9% | +16.5% | -21.4% | -15.3% |
| YTD | +9.6% | +52.1% | -42.5% | -16.8% |
| 1Y | -11.7% | +114.2% | -125.9% | -32.9% |
| All | -11.7% | +114.2% | -125.9% | -32.9% |
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