+678.6%
MPC vs SCCO
+339.1%
+339.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.1% |
| 7D | +3.9% | +3.4% | +0.4% | +3.0% |
| 30D | +33.8% | +6.6% | +27.1% | +31.3% |
| 3M | +49.9% | +24.5% | +25.4% | +40.4% |
| 6M | +80.9% | +16.5% | +64.4% | +69.5% |
| YTD | +147.4% | +52.1% | +95.3% | +108.6% |
| 1Y | +123.2% | +114.2% | +9.0% | +65.8% |
| 3Y | +171.7% | +207.4% | -35.7% | +69.3% |
| 5Y | +678.6% | +353.7% | +324.8% | +294.8% |
| All | +678.6% | +339.1% | +339.5% | +294.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling