+2,302.1%
MULL vs SCCO
+109.4%
+2,192.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -0.7% |
| 7D | -8.4% | -2.7% | -5.8% | -5.3% |
| 30D | +9.7% | -0.7% | +10.4% | +7.2% |
| 3M | -26.8% | +8.1% | -34.8% | -33.4% |
| 6M | +220.7% | +4.1% | +216.6% | +226.6% |
| YTD | +509.0% | +41.1% | +467.9% | +258.0% |
| 1Y | +1,739.5% | +95.6% | +1,644.0% | +561.2% |
| All | +2,302.1% | +109.4% | +2,192.8% | +600.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling