+3,327.1%
MTZ vs SCCO
+28,322.8%
-24,995.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.2% |
| 7D | +5.0% | -1.9% | +6.9% | +6.0% |
| 30D | -6.0% | -17.4% | +11.4% | +1.4% |
| 3M | -36.1% | -11.7% | -24.5% | -33.5% |
| 6M | -56.9% | -12.1% | -44.8% | -55.2% |
| YTD | -15.9% | +20.9% | -36.8% | -25.1% |
| 1Y | -3.8% | +31.3% | -35.2% | -17.2% |
| 3Y | +272.3% | +170.3% | +101.9% | +129.9% |
| 5Y | +91.1% | +240.8% | -149.7% | +3.9% |
| 10Y | +426.0% | +683.6% | -257.7% | +100.0% |
| All | +3,327.1% | +28,322.8% | -24,995.7% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling