+0.8%
MUB vs SCCO
+313.8%
-313.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -1.2% |
| 30D | -2.8% | -0.2% | -2.6% | -2.8% |
| 3M | -3.1% | +17.8% | -20.8% | -3.4% |
| 6M | -2.9% | +2.3% | -5.1% | -3.0% |
| YTD | -2.0% | +41.6% | -43.6% | -2.8% |
| 1Y | 0.0% | +101.9% | -101.9% | -1.4% |
| 3Y | +7.4% | +186.2% | -178.8% | +4.8% |
| 5Y | +0.8% | +309.7% | -308.9% | -2.2% |
| All | +0.8% | +313.8% | -313.0% | -2.2% |
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