-82.1%
MARA vs DOC
+21.1%
-103.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.4% |
| 7D | +3.3% | +5.9% | -2.6% | -0.4% |
| 30D | -31.2% | +10.3% | -41.5% | -35.7% |
| 3M | -34.2% | -2.2% | -32.0% | -33.6% |
| 6M | -48.7% | +8.2% | -56.9% | -52.1% |
| YTD | -26.1% | +35.4% | -61.4% | -40.6% |
| 1Y | -58.2% | +23.6% | -81.8% | -64.5% |
| 3Y | -28.1% | +57.3% | -85.3% | -46.9% |
| 5Y | -91.3% | -19.6% | -71.7% | -90.4% |
| 10Y | -82.1% | +20.8% | -102.9% | -86.2% |
| All | -82.1% | +21.1% | -103.2% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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