-25.1%
MARA vs SCCO
+105.9%
-131.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +6.0% | -5.3% | +11.3% | +9.7% |
| 30D | +0.6% | +0.9% | -0.3% | +0.3% |
| 3M | -18.5% | +2.4% | -20.9% | -19.9% |
| 6M | +21.7% | -2.4% | +24.1% | +22.2% |
| YTD | +25.9% | +42.4% | -16.5% | -2.7% |
| 1Y | -25.1% | +105.6% | -130.8% | -48.3% |
| All | -25.1% | +105.9% | -131.1% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling