-23.7%
MARA vs SMTC
+169.6%
-193.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +2.7% |
| 7D | +5.9% | +13.1% | -7.2% | +0.6% |
| 30D | +24.3% | +19.5% | +4.8% | +14.3% |
| 3M | -12.0% | +2.2% | -14.2% | -16.0% |
| 6M | +40.1% | +94.9% | -54.8% | +1.2% |
| YTD | +33.4% | +127.0% | -93.5% | -6.5% |
| 1Y | -23.7% | +174.6% | -198.3% | -43.5% |
| All | -23.7% | +169.6% | -193.4% | -43.5% |
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