-81.3%
MARA vs DOCN
+74.7%
-156.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +6.6% |
| 7D | -6.2% | -19.2% | +12.9% | +6.0% |
| 30D | -38.7% | -43.1% | +4.3% | -16.6% |
| 3M | -40.4% | -40.7% | +0.3% | -23.2% |
| 6M | -51.3% | -55.0% | +3.7% | -28.7% |
| YTD | -29.3% | +50.6% | -79.9% | -57.0% |
| 1Y | -60.2% | +54.0% | -114.2% | -76.2% |
| 3Y | -31.3% | +203.9% | -235.2% | -77.7% |
| 5Y | -90.1% | -29.4% | -60.7% | -92.5% |
| All | -81.3% | +74.7% | -156.0% | -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