-88.7%
MARA vs DOCN
-30.4%
-58.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +9.0% | +9.6% |
| 7D | +2.5% | -12.1% | +14.6% | +10.6% |
| 30D | -23.9% | -41.0% | +17.1% | +2.4% |
| 3M | -23.2% | -38.7% | +15.5% | -2.2% |
| 6M | -43.3% | -51.5% | +8.2% | -19.7% |
| YTD | -18.3% | +65.3% | -83.5% | -54.0% |
| 1Y | -52.9% | +53.9% | -106.8% | -72.2% |
| 3Y | -23.6% | +215.6% | -239.2% | -77.0% |
| 5Y | -88.7% | -26.2% | -62.5% | -91.6% |
| All | -88.7% | -30.4% | -58.3% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling