-66.4%
MARA vs SNAP
-78.3%
+11.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.2% |
| 7D | +22.4% | +2.6% | +19.9% | +21.2% |
| 30D | -21.0% | -19.6% | -1.4% | -14.1% |
| 3M | -25.3% | +0.4% | -25.7% | -26.1% |
| 6M | -43.4% | -5.9% | -37.5% | -43.7% |
| YTD | -19.8% | -35.3% | +15.5% | -9.4% |
| 1Y | -50.0% | -42.6% | -7.5% | -40.9% |
| 3Y | -25.1% | -53.9% | +28.8% | -14.0% |
| 5Y | -90.5% | -90.3% | -0.2% | -83.8% |
| All | -66.4% | -78.3% | +11.8% | -65.8% |
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