-47.2%
MARA vs SNAP
-77.2%
+30.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +0.6% | +2.6% | -2.0% | -0.7% |
| 3M | -18.5% | -9.9% | -8.6% | -16.6% |
| 6M | +21.7% | +1.9% | +19.9% | +16.3% |
| YTD | +25.9% | -32.2% | +58.2% | +40.8% |
| 1Y | -25.1% | -22.8% | -2.3% | -20.8% |
| 3Y | -5.7% | -47.6% | +41.9% | +3.3% |
| 5Y | -73.9% | -92.7% | +18.8% | -52.0% |
| All | -47.2% | -77.2% | +30.0% | -46.8% |
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 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