-79.2%
MARA vs AXON
+1,109.0%
-1,188.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +2.3% |
| 7D | +11.5% | -25.6% | +37.1% | +26.8% |
| 30D | -18.9% | -23.9% | +5.0% | -8.9% |
| 3M | -20.9% | -50.4% | +29.6% | +8.1% |
| 6M | -42.8% | -20.0% | -22.8% | -41.9% |
| YTD | -14.7% | -44.5% | +29.8% | +1.6% |
| 1Y | -47.6% | -44.9% | -2.8% | -37.2% |
| 3Y | -20.3% | +44.7% | -65.0% | -51.7% |
| 5Y | -89.2% | +86.7% | -175.9% | -94.5% |
| 10Y | -79.2% | +1,060.5% | -1,139.7% | -93.1% |
| All | -79.2% | +1,109.0% | -1,188.2% | -93.1% |
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