-45.3%
MARA vs SNAP
-41.2%
-4.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | +10.1% | +6.0% | +4.0% | +8.0% |
| 30D | -15.1% | -13.8% | -1.3% | -10.9% |
| 3M | -24.1% | -0.8% | -23.3% | -23.8% |
| 6M | -45.2% | -6.2% | -38.9% | -44.1% |
| YTD | -22.2% | -34.8% | +12.7% | -8.6% |
| 1Y | -45.3% | -38.7% | -6.6% | -28.8% |
| All | -45.3% | -41.2% | -4.1% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling