-64.3%
MARA vs SNAP
-77.7%
+13.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +1.8% |
| 7D | +11.5% | -9.8% | +21.3% | +16.1% |
| 30D | -18.9% | -18.2% | -0.6% | -12.4% |
| 3M | -20.9% | -3.1% | -17.8% | -20.8% |
| 6M | -42.8% | -7.1% | -35.7% | -42.8% |
| YTD | -14.7% | -33.8% | +19.1% | -4.5% |
| 1Y | -47.6% | -39.0% | -8.6% | -39.5% |
| 3Y | -20.3% | -52.8% | +32.5% | -9.3% |
| 5Y | -89.2% | -90.0% | +0.8% | -81.7% |
| All | -64.3% | -77.7% | +13.5% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling