+475.1%
MULL vs SCCO
+43.0%
+432.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -16.6% |
| 7D | -35.9% | -7.9% | -28.0% | -28.1% |
| 30D | -47.3% | -13.0% | -34.3% | -35.7% |
| 3M | -30.6% | -6.9% | -23.7% | -26.0% |
| 6M | +13.7% | +11.0% | +2.7% | +10.9% |
| YTD | +272.1% | +30.3% | +241.8% | +106.6% |
| 1Y | +475.1% | +45.0% | +430.1% | +134.9% |
| All | +475.1% | +43.0% | +432.1% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling