+44.6%
SMCI vs MARA
+13.6%
+31.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.8% | +2.5% | +6.0% |
| 7D | +1.3% | +5.9% | -4.6% | -0.2% |
| 30D | +6.6% | +24.3% | -17.7% | -0.3% |
| 3M | +25.4% | -12.0% | +37.4% | +28.1% |
| 6M | +26.1% | +40.1% | -14.0% | +16.9% |
| YTD | +37.0% | +33.4% | +3.6% | +26.7% |
| 1Y | -8.8% | -23.7% | +15.0% | -6.2% |
| 3Y | +44.6% | +19.0% | +25.6% | +20.5% |
| All | +44.6% | +13.6% | +31.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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