-90.5%
MARA vs SNPS
+1,210.6%
-1,301.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | +2.4% |
| 7D | +6.0% | -11.0% | +17.0% | +17.6% |
| 30D | +0.6% | -1.7% | +2.4% | +1.2% |
| 3M | -18.5% | -20.4% | +1.8% | -0.9% |
| 6M | +21.7% | -8.6% | +30.4% | +27.9% |
| YTD | +25.9% | -16.2% | +42.1% | +42.4% |
| 1Y | -25.1% | -34.6% | +9.4% | -9.4% |
| 3Y | -5.7% | -14.5% | +8.7% | -19.9% |
| 5Y | -73.9% | +17.0% | -90.9% | -83.1% |
| 10Y | -75.6% | +560.0% | -635.7% | -95.2% |
| All | -90.5% | +1,210.6% | -1,301.2% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling