+302.4%
MXL vs SCCO
+1,104.1%
-801.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.9% | +7.7% |
| 7D | +18.9% | -2.7% | +21.5% | +20.6% |
| 30D | +0.3% | -0.7% | +1.0% | +0.2% |
| 3M | -8.0% | +8.1% | -16.1% | -11.4% |
| 6M | +341.2% | +4.1% | +337.1% | +325.3% |
| YTD | +327.8% | +41.1% | +286.7% | +236.6% |
| 1Y | +364.9% | +95.6% | +269.3% | +202.1% |
| 3Y | +229.2% | +179.3% | +50.0% | +66.2% |
| 5Y | +42.8% | +308.3% | -265.5% | -45.1% |
| All | +302.4% | +1,104.1% | -801.6% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling