+84.8%
MRK vs SCCO
+109.6%
-24.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -5.3% | +6.6% | +1.7% |
| 30D | +17.1% | +2.7% | +14.5% | +17.0% |
| 3M | +25.9% | +4.2% | +21.7% | +25.5% |
| 6M | +26.8% | -0.6% | +27.4% | +25.9% |
| YTD | +44.9% | +45.0% | -0.1% | +42.2% |
| 1Y | +84.8% | +109.3% | -24.5% | +84.9% |
| All | +84.8% | +109.6% | -24.8% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling