-23.9%
MARA vs SMTC
+698.5%
-722.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -1.3% |
| 7D | +10.1% | +11.0% | -0.9% | +5.2% |
| 30D | -15.1% | -28.5% | +13.4% | -4.3% |
| 3M | -24.1% | -14.2% | -9.9% | -21.8% |
| 6M | -45.2% | -18.0% | -27.2% | -43.7% |
| YTD | -22.2% | +55.5% | -77.7% | -38.0% |
| 1Y | -45.3% | +69.5% | -114.8% | -57.9% |
| 3Y | -23.9% | +699.7% | -723.5% | -68.9% |
| All | -23.9% | +698.5% | -722.4% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling