-47.6%
MARA vs SNAP
-38.5%
-9.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +2.1% |
| 7D | +11.5% | -9.8% | +21.3% | +15.6% |
| 30D | -18.9% | -18.2% | -0.6% | -13.4% |
| 3M | -20.9% | -3.1% | -17.8% | -20.2% |
| 6M | -42.8% | -7.1% | -35.7% | -41.5% |
| YTD | -14.7% | -33.8% | +19.1% | +3.2% |
| 1Y | -47.6% | -39.0% | -8.6% | -27.7% |
| All | -47.6% | -38.5% | -9.2% | -27.7% |
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