+73.9%
MUB vs SCCO
+1,267.2%
-1,193.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | -0.3% | +3.4% | -3.7% | -0.3% |
| 30D | -1.5% | +6.6% | -8.2% | -1.6% |
| 3M | -1.9% | +24.5% | -26.4% | -2.1% |
| 6M | -1.7% | +16.5% | -18.2% | -1.9% |
| YTD | -0.8% | +52.1% | -52.9% | -1.2% |
| 1Y | +1.5% | +114.2% | -112.7% | +0.8% |
| 3Y | +8.8% | +207.4% | -198.7% | +7.6% |
| 5Y | +2.0% | +353.7% | -351.7% | +0.6% |
| 10Y | +18.0% | +1,144.5% | -1,126.6% | +15.7% |
| All | +73.9% | +1,267.2% | -1,193.3% | +68.4% |
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