-74.0%
MARA vs DOCS
-19.3%
-54.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.5% |
| 7D | +11.5% | -4.2% | +15.7% | +13.3% |
| 30D | -18.9% | +8.6% | -27.5% | -21.2% |
| 3M | -20.9% | +27.2% | -48.1% | -28.3% |
| 6M | -42.8% | +26.5% | -69.3% | -50.8% |
| YTD | -14.7% | -25.0% | +10.3% | -11.6% |
| 1Y | -47.6% | -37.0% | -10.7% | -41.7% |
| 3Y | -20.3% | +39.4% | -59.7% | -47.3% |
| 5Y | -89.2% | -56.7% | -32.5% | -89.3% |
| All | -74.0% | -19.3% | -54.7% | -73.9% |
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