+3,290.8%
MTZ vs SCCO
+29,410.7%
-26,119.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -32.6% | -12.5% | -20.1% | -29.6% |
| 6M | -56.3% | -4.1% | -52.3% | -56.3% |
| YTD | -16.8% | +25.5% | -42.3% | -27.0% |
| 1Y | -10.0% | +31.0% | -41.0% | -22.4% |
| 3Y | +267.1% | +178.7% | +88.4% | +123.9% |
| 5Y | +89.9% | +279.7% | -189.8% | -1.4% |
| 10Y | +442.2% | +691.4% | -249.2% | +105.0% |
| All | +3,290.8% | +29,410.7% | -26,119.9% | +209.2% |
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