+228.8%
MU vs SCCO
+26.3%
+202.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -0.7% |
| 7D | +12.8% | -1.9% | +14.7% | +14.6% |
| 30D | -14.9% | -17.4% | +2.6% | -1.5% |
| 3M | -18.0% | -11.7% | -6.4% | -11.0% |
| 6M | -3.1% | -12.1% | +9.0% | +5.8% |
| YTD | +172.9% | +20.9% | +152.0% | +113.9% |
| 1Y | +228.8% | +31.3% | +197.5% | +129.8% |
| All | +228.8% | +26.3% | +202.6% | +129.8% |
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 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