+120.9%
MPC vs SCCO
+105.9%
+15.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +5.4% | -5.3% | +10.7% | +5.3% |
| 30D | +31.0% | +0.9% | +30.1% | +31.0% |
| 3M | +46.0% | +2.4% | +43.6% | +46.4% |
| 6M | +77.3% | -2.4% | +79.7% | +81.2% |
| YTD | +141.9% | +42.4% | +99.5% | +127.4% |
| 1Y | +120.9% | +105.6% | +15.3% | +111.3% |
| All | +120.9% | +105.9% | +15.0% | +111.3% |
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 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