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  • SMCI vs MAR✓SelectedUSD · MARSMCI vs MAR performance historyLatest closeAs of-3.30%09/09
Stock and ETF performance explorer

SMCI vs MAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,344.1%
MAR return
+784.3%
Excess return
+3,559.8%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMARExcessAlpha
1D-3.3%+0.8%-4.1%-3.7%
7D+5.2%-0.5%+5.7%+5.4%
30D+23.7%-4.7%+28.4%+26.7%
3M-4.2%-15.6%+11.4%+3.8%
6M+21.7%+1.2%+20.5%+20.2%
YTD+33.0%+7.5%+25.5%+27.1%
1Y-9.3%+26.6%-35.9%-21.3%
3Y+38.7%+66.0%-27.2%+4.9%
5Y+967.2%+154.1%+813.1%+548.8%
10Y+1,745.9%+441.9%+1,304.0%+574.3%
All+4,344.1%+784.3%+3,559.8%+947.4%

Cumulative growth

Daily Returns

Daily percentage return beside MAR.

Daily Out/Under-Performance

Portfolio return minus MAR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MAR 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 MAR 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