+1,837.5%
MRVL vs SCCO
+37,256.0%
-35,418.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.1% |
| 7D | +13.8% | +2.4% | +11.4% | +12.5% |
| 30D | +12.7% | +6.4% | +6.3% | +9.3% |
| 3M | -11.9% | +21.6% | -33.5% | -18.6% |
| 6M | +153.8% | +13.4% | +140.4% | +142.8% |
| YTD | +177.0% | +52.6% | +124.3% | +128.7% |
| 1Y | +252.3% | +122.4% | +130.0% | +148.5% |
| 3Y | +325.5% | +208.5% | +117.1% | +156.9% |
| 5Y | +290.9% | +353.9% | -63.0% | +98.9% |
| 10Y | +1,954.1% | +1,187.3% | +766.9% | +556.2% |
| All | +1,837.5% | +37,256.0% | -35,418.4% | +13.0% |
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