+105.6%
SCCO vs MTB
+23.4%
+82.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.3% | +1.7% | -7.0% | -6.0% |
| 30D | +0.9% | -4.2% | +5.1% | +2.7% |
| 3M | +2.4% | +8.9% | -6.5% | -2.6% |
| 6M | -2.4% | +10.9% | -13.2% | -9.3% |
| YTD | +42.4% | +21.5% | +21.0% | +27.3% |
| 1Y | +105.6% | +21.9% | +83.7% | +67.5% |
| All | +105.6% | +23.4% | +82.3% | +67.5% |
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