+65.8%
MAR vs SCCO
+178.0%
-112.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | -5.7% | -0.2% | -5.5% | -5.9% |
| 3M | -14.6% | +17.8% | -32.4% | -17.6% |
| 6M | +1.3% | +2.3% | -0.9% | -0.5% |
| YTD | +6.7% | +41.6% | -34.9% | -3.8% |
| 1Y | +26.4% | +101.9% | -75.4% | +3.7% |
| All | +65.8% | +178.0% | -112.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling