-23.9%
MARA vs DOCN
+245.3%
-269.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.2% | -1.1% |
| 7D | +10.1% | +19.1% | -9.0% | +1.8% |
| 30D | -15.1% | -21.0% | +6.0% | -6.4% |
| 3M | -24.1% | -34.7% | +10.6% | -10.9% |
| 6M | -45.2% | -45.8% | +0.6% | -32.1% |
| YTD | -22.2% | +79.4% | -101.5% | -50.6% |
| 1Y | -45.3% | +91.0% | -136.3% | -66.5% |
| 3Y | -23.9% | +237.5% | -261.3% | -73.0% |
| All | -23.9% | +245.3% | -269.1% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling