+2,439.3%
MAR vs SCCO
+31,553.4%
-29,114.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.8% |
| 7D | -1.7% | +3.4% | -5.2% | -2.8% |
| 30D | -6.9% | +6.6% | -13.5% | -9.1% |
| 3M | -15.8% | +24.5% | -40.3% | -22.2% |
| 6M | +1.9% | +16.5% | -14.5% | -5.0% |
| YTD | +6.6% | +52.1% | -45.5% | -10.1% |
| 1Y | +23.7% | +114.2% | -90.5% | -7.2% |
| 3Y | +64.6% | +207.4% | -142.8% | +6.3% |
| 5Y | +156.4% | +353.7% | -197.4% | +42.0% |
| 10Y | +415.4% | +1,144.5% | -729.2% | +100.5% |
| All | +2,439.3% | +31,553.4% | -29,114.1% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling