+26.6%
MTZ vs SCCO
+121.0%
-94.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | +2.3% | +2.4% | -0.2% | +1.3% |
| 30D | -10.3% | +6.4% | -16.7% | -12.9% |
| 3M | -31.8% | +21.6% | -53.4% | -37.4% |
| 6M | -19.2% | +13.4% | -32.6% | -24.9% |
| YTD | +10.7% | +52.6% | -41.9% | -12.3% |
| All | +26.6% | +121.0% | -94.4% | -7.2% |
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