+1,263.7%
MU vs SCCO
+313.8%
+950.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.3% | -0.7% |
| 7D | +2.0% | -2.7% | +4.7% | +3.4% |
| 30D | +12.5% | -0.2% | +12.7% | +11.7% |
| 3M | +9.6% | +17.8% | -8.2% | 0.0% |
| 6M | +142.6% | +2.3% | +140.4% | +139.0% |
| YTD | +242.7% | +41.6% | +201.1% | +180.8% |
| 1Y | +599.3% | +101.9% | +497.4% | +380.3% |
| 3Y | +1,308.3% | +186.2% | +1,122.1% | +725.4% |
| 5Y | +1,263.7% | +309.7% | +954.0% | +568.9% |
| All | +1,263.7% | +313.8% | +950.0% | +568.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling