+5,731.6%
MU vs SCCO
+1,104.1%
+4,627.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.1% | -2.7% | -1.4% | -2.8% |
| 30D | +7.0% | -0.7% | +7.7% | +6.6% |
| 3M | -2.1% | +8.1% | -10.1% | -6.2% |
| 6M | +133.1% | +4.1% | +129.0% | +128.3% |
| YTD | +241.9% | +41.1% | +200.8% | +181.3% |
| 1Y | +548.8% | +95.6% | +453.2% | +351.4% |
| 3Y | +1,308.2% | +179.3% | +1,128.9% | +705.3% |
| 5Y | +1,260.7% | +308.3% | +952.4% | +511.5% |
| All | +5,731.6% | +1,104.1% | +4,627.6% | +1,612.9% |
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 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