-25.1%
MARA vs SMTC
+154.8%
-179.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -6.3% |
| 7D | +6.0% | +12.7% | -6.7% | +0.5% |
| 30D | +0.6% | +22.0% | -21.3% | -9.3% |
| 3M | -18.5% | -12.7% | -5.8% | -16.8% |
| 6M | +21.7% | +64.8% | -43.0% | -6.1% |
| YTD | +25.9% | +100.7% | -74.7% | -7.2% |
| 1Y | -25.1% | +146.9% | -172.0% | -42.5% |
| All | -25.1% | +154.8% | -179.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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