+364.9%
MXL vs SCCO
+101.5%
+263.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.9% | +7.7% |
| 7D | +18.9% | -2.7% | +21.5% | +20.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.5% |
| 3M | -8.0% | +8.1% | -16.1% | -11.5% |
| 6M | +341.2% | +4.1% | +337.1% | +327.0% |
| YTD | +327.8% | +41.1% | +286.7% | +221.9% |
| 1Y | +364.9% | +95.6% | +269.3% | +197.6% |
| All | +364.9% | +101.5% | +263.4% | +197.6% |
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