+5,236.5%
MU vs SCCO
+33,989.4%
-28,752.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -5.3% | +14.2% | +11.6% |
| 30D | +13.8% | +2.7% | +11.1% | +12.0% |
| 3M | +2.1% | +4.2% | -2.1% | +1.0% |
| 6M | +153.8% | -0.6% | +154.4% | +156.1% |
| YTD | +256.4% | +45.0% | +211.4% | +202.5% |
| 1Y | +719.8% | +109.3% | +610.4% | +495.5% |
| 3Y | +1,360.4% | +180.8% | +1,179.6% | +824.8% |
| 5Y | +1,312.4% | +314.3% | +998.2% | +631.6% |
| 10Y | +6,142.6% | +1,083.3% | +5,059.3% | +1,897.1% |
| All | +5,236.5% | +33,989.4% | -28,752.9% | +470.4% |
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