+166.4%
MTZ vs SCCO
+339.1%
-172.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +1.7% |
| 7D | +3.6% | +3.4% | +0.1% | +2.1% |
| 30D | -9.6% | +6.6% | -16.3% | -12.5% |
| 3M | -31.9% | +24.5% | -56.4% | -38.3% |
| 6M | -13.8% | +16.5% | -30.3% | -20.7% |
| YTD | +13.3% | +52.1% | -38.9% | -8.6% |
| 1Y | +39.3% | +114.2% | -74.9% | -3.3% |
| 3Y | +168.3% | +207.4% | -39.1% | +52.1% |
| 5Y | +166.4% | +353.7% | -187.3% | +17.8% |
| All | +166.4% | +339.1% | -172.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling