-82.7%
MARA vs DOCN
+70.4%
-153.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -15.9% | +1.4% | -5.4% |
| 7D | -18.0% | -29.3% | +11.3% | -0.3% |
| 30D | -46.4% | -46.0% | -0.4% | -24.8% |
| 3M | -47.7% | -43.2% | -4.5% | -30.9% |
| 6M | -51.6% | -53.7% | +2.1% | -30.4% |
| YTD | -34.5% | +46.9% | -81.4% | -59.6% |
| 1Y | -65.7% | +54.3% | -120.0% | -79.6% |
| 3Y | -37.5% | +185.5% | -223.1% | -78.9% |
| 5Y | -90.8% | -31.1% | -59.7% | -92.9% |
| All | -82.7% | +70.4% | -153.1% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling