-82.2%
MARA vs SNPS
+635.4%
-717.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.4% |
| 7D | +10.1% | +1.1% | +9.0% | +8.9% |
| 30D | -15.1% | -5.2% | -9.9% | -10.7% |
| 3M | -24.1% | +10.6% | -34.7% | -33.0% |
| 6M | -45.2% | -10.6% | -34.6% | -41.4% |
| YTD | -22.2% | -3.1% | -19.1% | -24.6% |
| 1Y | -45.3% | +15.6% | -60.9% | -55.6% |
| 3Y | -23.9% | -12.9% | -10.9% | -37.9% |
| 5Y | -90.8% | +31.2% | -122.0% | -95.3% |
| All | -82.2% | +635.4% | -717.5% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling