-54.1%
MARA vs SMR
-14.3%
-39.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -15.7% | +20.5% | +9.4% |
| 7D | +5.9% | -11.2% | +17.2% | +8.6% |
| 30D | +24.3% | -10.2% | +34.5% | +27.2% |
| 3M | -12.0% | -10.0% | -1.9% | -10.3% |
| 6M | +40.1% | -30.5% | +70.6% | +50.7% |
| YTD | +33.4% | -39.2% | +72.6% | +49.6% |
| 1Y | -23.7% | -75.5% | +51.8% | +5.4% |
| 3Y | +19.0% | +45.4% | -26.5% | -21.5% |
| All | -54.1% | -14.3% | -39.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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