+1,472.1%
AXTI vs MARA
-74.3%
+1,546.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.4% |
| 7D | +5.1% | +5.9% | -0.8% | +4.5% |
| 30D | -17.5% | +24.3% | -41.7% | -19.3% |
| 3M | -26.7% | -12.0% | -14.7% | -25.3% |
| 6M | +36.8% | +40.1% | -3.4% | +33.8% |
| YTD | +296.1% | +33.4% | +262.7% | +287.7% |
| 1Y | +1,810.6% | -23.7% | +1,834.4% | +1,858.7% |
| 3Y | +2,587.6% | +19.0% | +2,568.6% | +2,489.4% |
| 5Y | +601.7% | -66.5% | +668.2% | +580.0% |
| All | +1,472.1% | -74.3% | +1,546.4% | +1,394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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