+267.1%
MTZ vs SCCO
+182.5%
+84.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.0% |
| 7D | -8.7% | -1.8% | -6.9% | -8.0% |
| 30D | -15.0% | -17.8% | +2.8% | -8.2% |
| 3M | -32.6% | -12.5% | -20.1% | -29.6% |
| 6M | -56.3% | -4.1% | -52.3% | -56.4% |
| YTD | -16.8% | +25.5% | -42.3% | -27.7% |
| 1Y | -10.0% | +31.0% | -41.0% | -23.2% |
| 3Y | +267.1% | +178.7% | +88.4% | +116.6% |
| All | +267.1% | +182.5% | +84.6% | +116.6% |
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 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