-28.1%
MARA vs DOCN
+209.7%
-237.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.5% | +1.1% |
| 7D | +3.3% | -12.8% | +16.1% | +9.8% |
| 30D | -31.2% | -41.9% | +10.7% | -13.6% |
| 3M | -34.2% | -36.9% | +2.7% | -21.9% |
| 6M | -48.7% | -52.2% | +3.6% | -32.7% |
| YTD | -26.1% | +62.7% | -88.8% | -51.0% |
| 1Y | -58.2% | +58.2% | -116.4% | -71.9% |
| 3Y | -28.1% | +219.5% | -247.5% | -74.4% |
| All | -28.1% | +209.7% | -237.8% | -74.4% |
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