+3.3%
SNOW vs MARA
-65.8%
+69.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -1.2% |
| 7D | -2.4% | +5.9% | -8.4% | -3.7% |
| 30D | -1.0% | +24.3% | -25.3% | -6.1% |
| 3M | +36.9% | -12.0% | +48.8% | +37.9% |
| 6M | +83.4% | +40.1% | +43.2% | +64.4% |
| YTD | +50.0% | +33.4% | +16.6% | +33.6% |
| 1Y | +46.5% | -23.7% | +70.3% | +44.5% |
| 3Y | +93.3% | +19.0% | +74.4% | +41.9% |
| All | +3.3% | -65.8% | +69.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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