+3,215.7%
MPC vs SCCO
+939.4%
+2,276.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.9% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | -12.2% | -16.5% | +4.3% | -6.0% |
| 3M | +20.1% | -10.4% | +30.4% | +23.2% |
| 6M | +60.6% | -2.8% | +63.4% | +54.9% |
| YTD | +150.6% | +27.2% | +123.4% | +102.1% |
| 1Y | +104.7% | +33.6% | +71.0% | +60.5% |
| 3Y | +194.5% | +182.4% | +12.1% | +46.3% |
| 5Y | +582.3% | +262.8% | +319.5% | +179.0% |
| 10Y | +1,135.3% | +724.4% | +410.9% | +210.3% |
| All | +3,215.7% | +939.4% | +2,276.3% | +546.1% |
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