+3,101.0%
MPC vs SCCO
+1,085.0%
+2,016.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | -5.3% | +10.7% | +7.8% |
| 30D | +31.0% | +2.7% | +28.3% | +28.5% |
| 3M | +46.0% | +4.2% | +41.8% | +39.8% |
| 6M | +77.3% | -0.6% | +77.9% | +68.3% |
| YTD | +141.9% | +45.0% | +96.9% | +87.2% |
| 1Y | +120.9% | +109.3% | +11.6% | +40.3% |
| 3Y | +182.7% | +180.8% | +1.9% | +44.4% |
| 5Y | +646.4% | +314.3% | +332.2% | +190.6% |
| 10Y | +1,138.7% | +1,083.3% | +55.4% | +166.8% |
| All | +3,101.0% | +1,085.0% | +2,016.0% | +498.2% |
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 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