+4,407.5%
MU vs SCCO
+682.0%
+3,725.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.1% |
| 7D | +12.8% | -1.9% | +14.7% | +14.2% |
| 30D | -14.9% | -17.4% | +2.6% | -4.5% |
| 3M | -18.0% | -11.7% | -6.4% | -12.2% |
| 6M | -3.1% | -12.1% | +9.0% | +5.6% |
| YTD | +172.9% | +20.9% | +152.0% | +145.1% |
| 1Y | +228.8% | +31.3% | +197.5% | +182.9% |
| 3Y | +950.8% | +170.3% | +780.5% | +510.7% |
| 5Y | +931.3% | +240.8% | +690.5% | +404.3% |
| All | +4,407.5% | +682.0% | +3,725.5% | +1,266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling