+310.9%
SCCO vs MTB
+104.1%
+206.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.7% | 0.0% | -2.6% | -2.7% |
| 30D | -0.7% | -4.8% | +4.1% | +1.0% |
| 3M | +8.1% | +6.0% | +2.1% | +5.4% |
| 6M | +4.1% | +19.6% | -15.5% | -3.0% |
| YTD | +41.1% | +21.5% | +19.6% | +30.5% |
| 1Y | +95.6% | +24.7% | +70.9% | +78.9% |
| 3Y | +179.3% | +108.6% | +70.7% | +105.5% |
| All | +310.9% | +104.1% | +206.8% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling