+1,241.9%
MRK vs SCCO
+33,197.0%
-31,955.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.2% | +5.3% | -0.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.7% |
| 30D | +11.0% | -0.2% | +11.1% | +10.9% |
| 3M | +22.4% | +17.8% | +4.6% | +18.9% |
| 6M | +25.4% | +2.3% | +23.1% | +23.6% |
| YTD | +39.5% | +41.6% | -2.1% | +30.4% |
| 1Y | +78.0% | +101.9% | -23.9% | +57.2% |
| 3Y | +45.5% | +186.2% | -140.6% | +19.1% |
| 5Y | +130.3% | +309.7% | -179.4% | +73.8% |
| 10Y | +229.8% | +1,094.2% | -864.4% | +100.3% |
| All | +1,241.9% | +33,197.0% | -31,955.1% | +421.8% |
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