-90.5%
MARA vs DOC
+18.4%
-108.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.5% |
| 7D | +6.0% | -1.5% | +7.5% | +6.9% |
| 30D | +0.6% | -4.8% | +5.4% | +3.7% |
| 3M | -18.5% | +6.9% | -25.4% | -22.2% |
| 6M | +21.7% | +20.7% | +1.0% | +7.7% |
| YTD | +25.9% | +34.1% | -8.2% | +5.0% |
| 1Y | -25.1% | +22.6% | -47.8% | -34.4% |
| 3Y | -5.7% | +20.8% | -26.6% | -16.3% |
| 5Y | -73.9% | -24.9% | -49.1% | -70.6% |
| 10Y | -75.6% | -1.8% | -73.8% | -77.2% |
| All | -90.5% | +18.4% | -108.9% | -92.3% |
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