+127.0%
MP vs SCCO
+162.8%
-35.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.2% |
| 7D | -10.5% | -4.8% | -5.7% | -7.5% |
| 30D | -23.5% | -15.8% | -7.8% | -14.3% |
| 3M | -25.4% | -10.9% | -14.5% | -19.8% |
| 6M | -51.3% | -5.1% | -46.2% | -50.1% |
| YTD | -29.9% | +23.2% | -53.1% | -41.0% |
| 1Y | -31.8% | +30.7% | -62.5% | -44.9% |
| 3Y | +127.0% | +164.1% | -37.1% | -0.2% |
| All | +127.0% | +162.8% | -35.8% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling