+604.3%
MTUM vs SCCO
+905.8%
-301.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | -2.4% | -0.7% | -1.7% | -2.6% |
| 3M | -3.6% | +8.1% | -11.7% | -6.1% |
| 6M | +23.7% | +4.1% | +19.6% | +21.0% |
| YTD | +22.9% | +41.1% | -18.2% | +10.1% |
| 1Y | +21.8% | +95.6% | -73.8% | -0.3% |
| 3Y | +114.4% | +179.3% | -64.8% | +55.0% |
| 5Y | +79.6% | +308.3% | -228.7% | +13.9% |
| 10Y | +356.2% | +1,090.2% | -734.0% | +113.8% |
| All | +604.3% | +905.8% | -301.4% | +231.6% |
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