-65.8%
MARA vs SNAP
-79.2%
+13.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.0% | +11.5% | +10.9% |
| 7D | +2.5% | -10.6% | +13.1% | +6.9% |
| 30D | -23.9% | -19.7% | -4.2% | -17.4% |
| 3M | -23.2% | -6.5% | -16.7% | -22.1% |
| 6M | -43.3% | -17.8% | -25.5% | -40.7% |
| YTD | -18.3% | -38.0% | +19.8% | -6.2% |
| 1Y | -52.9% | -42.5% | -10.4% | -44.4% |
| 3Y | -23.6% | -55.8% | +32.2% | -10.9% |
| 5Y | -88.7% | -90.5% | +1.9% | -80.4% |
| All | -65.8% | -79.2% | +13.4% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling