-45.5%
MUZ vs SCCO
+4.0%
-49.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +5.2% | -18.0% | -3.3% |
| 7D | +14.0% | -0.9% | +14.9% | +16.4% |
| 30D | +57.6% | -15.0% | +72.6% | +27.4% |
| 3M | -3.1% | -9.1% | +6.0% | -10.1% |
| All | -45.5% | +4.0% | -49.6% | -6.1% |
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 · Available span rolling