-67.4%
MARA vs SNAP
-78.1%
+10.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | +10.1% | +6.0% | +4.0% | +7.7% |
| 30D | -15.1% | -13.8% | -1.3% | -10.2% |
| 3M | -24.1% | -0.8% | -23.3% | -24.6% |
| 6M | -45.2% | -6.2% | -38.9% | -45.4% |
| YTD | -22.2% | -34.8% | +12.7% | -12.3% |
| 1Y | -45.3% | -38.7% | -6.6% | -37.0% |
| 3Y | -23.9% | -53.5% | +29.6% | -12.9% |
| 5Y | -90.8% | -90.2% | -0.6% | -84.3% |
| All | -67.4% | -78.1% | +10.7% | -66.9% |
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