+30,874.0%
SCCO vs MTB
+2,234.5%
+28,639.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.7% | -7.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -0.2% | -4.6% | +4.4% | +1.8% |
| 3M | +17.8% | +7.4% | +10.3% | +13.6% |
| 6M | +2.3% | +18.7% | -16.4% | -5.5% |
| YTD | +41.6% | +21.1% | +20.5% | +29.4% |
| 1Y | +101.9% | +24.1% | +77.8% | +82.1% |
| 3Y | +186.2% | +115.3% | +70.8% | +95.6% |
| 5Y | +309.7% | +106.0% | +203.6% | +174.4% |
| 10Y | +1,094.2% | +171.6% | +922.7% | +551.7% |
| All | +30,874.0% | +2,234.5% | +28,639.5% | +10,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling