-66.8%
MARA vs DOCN
+171.0%
-237.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -4.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.3% |
| 30D | +0.6% | -9.6% | +10.3% | +5.1% |
| 3M | -18.5% | -37.7% | +19.2% | +3.2% |
| 6M | +21.7% | +115.2% | -93.5% | -35.5% |
| YTD | +25.9% | +133.7% | -107.8% | -38.6% |
| 1Y | -25.1% | +250.2% | -275.3% | -72.6% |
| 3Y | -5.7% | +320.3% | -326.0% | -73.9% |
| 5Y | -73.9% | +53.1% | -127.0% | -86.2% |
| All | -66.8% | +171.0% | -237.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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