-7.2%
MTZ vs SCCO
+27.6%
-34.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.2% |
| 7D | +16.5% | +1.7% | +14.7% | +15.9% |
| 30D | -10.2% | -18.1% | +7.9% | -3.2% |
| 3M | -34.2% | -12.8% | -21.3% | -31.3% |
| 6M | -56.0% | -8.5% | -47.5% | -55.4% |
| YTD | -14.8% | +23.9% | -38.8% | -29.7% |
| 1Y | -7.2% | +30.0% | -37.2% | -25.9% |
| All | -7.2% | +27.6% | -34.8% | -25.9% |
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