+4,347.3%
MTZ vs SCCO
+33,989.4%
-29,642.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -5.3% | +3.7% | +0.6% |
| 30D | -11.1% | +2.7% | -13.8% | -12.5% |
| 3M | -36.7% | +4.2% | -40.9% | -38.3% |
| 6M | -21.9% | -0.6% | -21.3% | -23.1% |
| YTD | +9.1% | +45.0% | -35.9% | -9.2% |
| 1Y | +30.0% | +109.3% | -79.3% | -7.5% |
| 3Y | +138.5% | +180.8% | -42.3% | +45.8% |
| 5Y | +158.3% | +314.3% | -155.9% | +29.9% |
| 10Y | +700.8% | +1,083.3% | -382.5% | +159.4% |
| All | +4,347.3% | +33,989.4% | -29,642.1% | +284.4% |
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