+13.5%
MARA vs SMTC
+546.3%
-532.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.0% |
| 7D | -1.5% | +17.5% | -19.0% | -7.5% |
| 30D | +18.1% | +21.3% | -3.2% | +8.8% |
| 3M | -9.4% | +3.1% | -12.6% | -12.7% |
| 6M | +33.4% | +81.7% | -48.3% | +3.6% |
| YTD | +27.3% | +115.9% | -88.7% | -7.2% |
| 1Y | -27.9% | +157.8% | -185.8% | -51.1% |
| All | +13.5% | +546.3% | -532.8% | -53.4% |
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