-90.8%
MARA vs DOCS
-54.0%
-36.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.3% | -10.1% | -12.7% |
| 7D | -18.0% | -1.3% | -16.7% | -17.5% |
| 30D | -46.4% | +19.4% | -65.8% | -50.1% |
| 3M | -47.7% | +53.4% | -101.1% | -58.1% |
| 6M | -51.6% | +28.8% | -80.4% | -59.6% |
| YTD | -34.5% | -25.1% | -9.5% | -31.5% |
| 1Y | -65.7% | -48.1% | -17.5% | -57.3% |
| 3Y | -37.5% | +51.4% | -88.9% | -66.1% |
| 5Y | -90.8% | -51.1% | -39.7% | -89.9% |
| All | -90.8% | -54.0% | -36.8% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling