+84.6%
MRK vs SCCO
+43.0%
+41.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.8% |
| 7D | +6.7% | -7.9% | +14.6% | +7.4% |
| 30D | +7.8% | -13.0% | +20.8% | +8.9% |
| 3M | +18.2% | -6.9% | +25.0% | +18.8% |
| 6M | +34.7% | +11.0% | +23.7% | +32.1% |
| YTD | +45.8% | +30.3% | +15.5% | +39.0% |
| 1Y | +84.6% | +45.0% | +39.6% | +75.0% |
| All | +84.6% | +43.0% | +41.6% | +75.0% |
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