+445.3%
MP vs SCCO
+629.1%
-183.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -2.9% | -5.3% | +2.4% | +1.0% |
| 30D | +13.8% | +2.7% | +11.1% | +11.5% |
| 3M | -16.7% | +4.2% | -20.9% | -19.9% |
| 6M | -11.5% | -0.6% | -10.9% | -12.3% |
| YTD | +7.9% | +45.0% | -37.0% | -19.9% |
| 1Y | -15.0% | +109.3% | -124.3% | -52.5% |
| 3Y | +153.5% | +180.8% | -27.3% | +8.7% |
| 5Y | +58.7% | +314.3% | -255.6% | -50.2% |
| All | +445.3% | +629.1% | -183.8% | +71.9% |
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 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