-90.1%
MARA vs SMTC
+513.2%
-603.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.0% | -5.4% | -0.5% |
| 7D | +15.6% | +22.9% | -7.3% | +3.4% |
| 30D | +17.2% | +16.6% | +0.6% | +6.3% |
| 3M | -14.2% | +2.4% | -16.6% | -18.5% |
| 6M | +47.7% | +98.3% | -50.6% | -3.5% |
| YTD | +31.7% | +120.7% | -88.9% | -19.6% |
| 1Y | -22.2% | +168.3% | -190.4% | -58.2% |
| 3Y | +8.4% | +571.7% | -563.3% | -74.5% |
| 5Y | -68.3% | +114.0% | -182.3% | -84.1% |
| 10Y | -74.9% | +497.0% | -571.8% | -91.3% |
| All | -90.1% | +513.2% | -603.3% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling