-81.6%
MARA vs AXON
+1,027.4%
-1,109.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -4.7% |
| 7D | +22.4% | -19.7% | +42.2% | +33.6% |
| 30D | -21.0% | -25.7% | +4.7% | -10.2% |
| 3M | -25.3% | -48.8% | +23.5% | +0.5% |
| 6M | -43.4% | -22.0% | -21.4% | -41.8% |
| YTD | -19.8% | -45.9% | +26.1% | -3.2% |
| 1Y | -50.0% | -46.1% | -4.0% | -39.5% |
| 3Y | -25.1% | +40.9% | -66.0% | -54.0% |
| 5Y | -90.5% | +80.2% | -170.7% | -95.1% |
| All | -81.6% | +1,027.4% | -1,109.1% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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