-94.2%
MARA vs SMTC
+332.1%
-426.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -0.8% |
| 7D | +10.1% | +11.0% | -0.9% | +3.8% |
| 30D | -15.1% | -28.5% | +13.4% | -1.0% |
| 3M | -24.1% | -14.2% | -9.9% | -22.0% |
| 6M | -45.2% | -18.0% | -27.2% | -44.2% |
| YTD | -22.2% | +55.5% | -77.7% | -45.0% |
| 1Y | -45.3% | +69.5% | -114.8% | -63.2% |
| 3Y | -23.9% | +699.7% | -723.5% | -84.4% |
| 5Y | -90.8% | +27.4% | -118.2% | -94.2% |
| 10Y | -81.0% | +335.7% | -416.7% | -92.5% |
| All | -94.2% | +332.1% | -426.2% | -97.3% |
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