-95.1%
MARA vs DOC
+16.5%
-111.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.2% | -14.2% | -14.3% |
| 7D | -18.1% | +6.2% | -24.3% | -20.9% |
| 30D | -46.4% | +6.5% | -52.9% | -48.6% |
| 3M | -47.7% | -6.2% | -41.5% | -46.0% |
| 6M | -51.7% | +25.6% | -77.3% | -58.6% |
| YTD | -34.6% | +32.1% | -66.7% | -45.3% |
| 1Y | -65.7% | +20.3% | -86.0% | -69.8% |
| 3Y | -37.6% | +42.7% | -80.3% | -49.6% |
| 5Y | -90.8% | -22.2% | -68.6% | -89.8% |
| 10Y | -82.6% | +16.5% | -99.1% | -84.5% |
| All | -95.1% | +16.5% | -111.6% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling