+45.0%
SCCO vs MTB
+27.0%
+18.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.4% |
| 7D | -7.9% | +2.0% | -9.9% | -8.7% |
| 30D | -13.0% | +2.9% | -15.9% | -14.2% |
| 3M | -6.9% | -10.7% | +3.8% | -1.3% |
| 6M | +11.0% | +6.3% | +4.6% | +4.0% |
| YTD | +30.3% | +13.8% | +16.5% | +11.1% |
| 1Y | +45.0% | +27.7% | +17.3% | +12.2% |
| All | +45.0% | +27.0% | +18.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling