+149.4%
MAR vs SCCO
+303.5%
-154.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.5% | -2.7% | +2.1% | -0.1% |
| 30D | -5.4% | -0.7% | -4.7% | -5.6% |
| 3M | -15.5% | +8.1% | -23.6% | -17.7% |
| 6M | +3.0% | +4.1% | -1.1% | +0.1% |
| YTD | +8.5% | +41.1% | -32.6% | -4.5% |
| 1Y | +26.0% | +95.6% | -69.6% | 0.0% |
| 3Y | +68.6% | +179.3% | -110.7% | +14.5% |
| All | +149.4% | +303.5% | -154.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling