-80.5%
MARA vs DOCN
+88.7%
-169.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.5% | 0.0% |
| 7D | +3.3% | -12.8% | +16.1% | +11.8% |
| 30D | -31.2% | -41.9% | +10.7% | -7.1% |
| 3M | -34.2% | -36.9% | +2.7% | -18.1% |
| 6M | -48.7% | -52.2% | +3.6% | -27.1% |
| YTD | -26.1% | +62.7% | -88.8% | -57.0% |
| 1Y | -58.2% | +58.2% | -116.4% | -75.2% |
| 3Y | -28.1% | +219.5% | -247.5% | -77.1% |
| 5Y | -91.3% | -32.9% | -58.4% | -93.4% |
| All | -80.5% | +88.7% | -169.2% | -91.1% |
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