-66.3%
MARA vs SCCO
+303.5%
-369.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +5.9% | -2.7% | +8.6% | +8.0% |
| 30D | +24.3% | -0.7% | +25.0% | +25.2% |
| 3M | -12.0% | +8.1% | -20.1% | -17.6% |
| 6M | +40.1% | +4.1% | +36.0% | +31.8% |
| YTD | +33.4% | +41.1% | -7.7% | -4.6% |
| 1Y | -23.7% | +95.6% | -119.3% | -59.1% |
| 3Y | +19.0% | +179.3% | -160.3% | -60.2% |
| All | -66.3% | +303.5% | -369.9% | -92.5% |
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