+549.2%
MPC vs SCCO
+279.1%
+270.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +3.5% |
| 7D | -9.4% | -0.9% | -8.5% | -9.3% |
| 30D | -14.3% | -15.0% | +0.7% | -11.5% |
| 3M | +31.1% | -9.1% | +40.2% | +32.5% |
| 6M | +60.3% | -0.9% | +61.1% | +56.7% |
| YTD | +142.5% | +29.7% | +112.8% | +110.8% |
| 1Y | +104.6% | +38.2% | +66.4% | +73.6% |
| 3Y | +191.7% | +191.5% | +0.2% | +80.0% |
| 5Y | +549.2% | +281.7% | +267.5% | +236.6% |
| All | +549.2% | +279.1% | +270.1% | +236.6% |
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