+3,106.3%
MPC vs SCCO
+925.9%
+2,180.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.3% |
| 7D | -8.8% | -1.8% | -7.0% | -8.3% |
| 30D | -14.4% | -17.8% | +3.4% | -7.7% |
| 3M | +21.9% | -12.5% | +34.4% | +26.3% |
| 6M | +60.1% | -4.1% | +64.2% | +55.3% |
| YTD | +142.3% | +25.5% | +116.8% | +96.5% |
| 1Y | +101.7% | +31.0% | +70.7% | +59.6% |
| 3Y | +184.8% | +178.7% | +6.1% | +42.3% |
| 5Y | +564.6% | +279.7% | +284.9% | +164.0% |
| 10Y | +1,098.3% | +691.4% | +406.9% | +206.4% |
| All | +3,106.3% | +925.9% | +2,180.5% | +528.1% |
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