-21.6%
MARA vs SNPS
-10.4%
-11.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | +22.4% | +5.1% | +17.4% | +19.1% |
| 30D | -21.0% | -6.4% | -14.5% | -17.7% |
| 3M | -25.3% | +12.2% | -37.5% | -30.6% |
| 6M | -43.4% | -9.8% | -33.6% | -40.5% |
| YTD | -19.8% | -1.5% | -18.3% | -20.5% |
| 1Y | -50.0% | +16.0% | -66.1% | -54.7% |
| All | -21.6% | -10.4% | -11.2% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling