-81.1%
MARA vs DOC
+15.7%
-96.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.6% |
| 7D | -6.2% | +6.5% | -12.7% | -9.9% |
| 30D | -38.7% | +9.2% | -47.9% | -42.4% |
| 3M | -40.4% | -2.5% | -37.9% | -39.7% |
| 6M | -51.3% | +7.1% | -58.3% | -54.2% |
| YTD | -29.3% | +33.0% | -62.3% | -42.5% |
| 1Y | -60.2% | +23.3% | -83.5% | -66.1% |
| 3Y | -31.3% | +44.9% | -76.2% | -46.8% |
| 5Y | -90.1% | -21.6% | -68.4% | -88.9% |
| All | -81.1% | +15.7% | -96.8% | -84.7% |
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