-90.5%
MARA vs SNPS
+35.6%
-126.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | +22.4% | +5.1% | +17.4% | +17.7% |
| 30D | -21.0% | -6.4% | -14.5% | -16.3% |
| 3M | -25.3% | +12.2% | -37.5% | -33.5% |
| 6M | -43.4% | -9.8% | -33.6% | -39.9% |
| YTD | -19.8% | -1.5% | -18.3% | -22.2% |
| 1Y | -50.0% | +16.0% | -66.1% | -57.9% |
| 3Y | -25.1% | -10.8% | -14.3% | -40.1% |
| 5Y | -90.5% | +33.3% | -123.9% | -95.8% |
| All | -90.5% | +35.6% | -126.1% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling