+3,986.3%
MU vs SCCO
+28,322.8%
-24,336.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.4% |
| 7D | +12.8% | -1.9% | +14.7% | +13.9% |
| 30D | -14.9% | -17.4% | +2.6% | -6.8% |
| 3M | -18.0% | -11.7% | -6.4% | -13.4% |
| 6M | -3.1% | -12.1% | +9.0% | +4.2% |
| YTD | +172.9% | +20.9% | +152.0% | +152.1% |
| 1Y | +228.8% | +31.3% | +197.5% | +193.7% |
| 3Y | +950.8% | +170.3% | +780.5% | +583.9% |
| 5Y | +931.3% | +240.8% | +690.5% | +487.4% |
| 10Y | +4,417.7% | +683.6% | +3,734.1% | +1,640.9% |
| All | +3,986.3% | +28,322.8% | -24,336.5% | +375.3% |
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