-74.1%
MARA vs SCCO
+1,104.1%
-1,178.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +5.9% | -2.7% | +8.6% | +8.1% |
| 30D | +24.3% | -0.7% | +25.0% | +25.1% |
| 3M | -12.0% | +8.1% | -20.1% | -17.8% |
| 6M | +40.1% | +4.1% | +36.0% | +31.2% |
| YTD | +33.4% | +41.1% | -7.7% | -5.5% |
| 1Y | -23.7% | +95.6% | -119.3% | -59.6% |
| 3Y | +19.0% | +179.3% | -160.3% | -58.3% |
| 5Y | -66.5% | +308.3% | -374.8% | -91.5% |
| All | -74.1% | +1,104.1% | -1,178.2% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling