-68.3%
MARA vs SNAP
-92.9%
+24.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +15.6% | +1.5% | +14.1% | +15.0% |
| 30D | +17.2% | +1.9% | +15.4% | +15.8% |
| 3M | -14.2% | -3.9% | -10.3% | -14.5% |
| 6M | +47.7% | +5.2% | +42.5% | +37.7% |
| YTD | +31.7% | -32.7% | +64.5% | +49.9% |
| 1Y | -22.2% | -24.8% | +2.6% | -16.3% |
| 3Y | +8.4% | -42.2% | +50.6% | +12.2% |
| 5Y | -68.3% | -92.7% | +24.4% | -34.4% |
| All | -68.3% | -92.9% | +24.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling