-78.5%
MARA vs DOCS
-21.0%
-57.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.7% |
| 7D | -6.2% | -0.8% | -5.4% | -6.0% |
| 30D | -38.7% | +17.4% | -56.1% | -42.2% |
| 3M | -40.4% | +57.4% | -97.7% | -51.5% |
| 6M | -51.3% | +26.5% | -77.8% | -58.2% |
| YTD | -29.3% | -26.6% | -2.7% | -26.1% |
| 1Y | -60.2% | -48.1% | -12.2% | -52.2% |
| 3Y | -31.3% | +52.6% | -83.9% | -57.1% |
| 5Y | -90.1% | -52.1% | -38.0% | -90.2% |
| All | -78.5% | -21.0% | -57.4% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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