-68.0%
MARA vs SMTC
+112.1%
-180.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.6% |
| 7D | -1.5% | +17.5% | -19.0% | -9.6% |
| 30D | +18.1% | +21.3% | -3.2% | +5.2% |
| 3M | -9.4% | +3.1% | -12.6% | -14.2% |
| 6M | +33.4% | +81.7% | -48.3% | -8.2% |
| YTD | +27.3% | +115.9% | -88.7% | -20.6% |
| 1Y | -27.9% | +157.8% | -185.8% | -60.0% |
| 3Y | +4.8% | +557.3% | -552.5% | -77.6% |
| 5Y | -68.0% | +114.7% | -182.7% | -68.5% |
| All | -68.0% | +112.1% | -180.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling