-73.8%
MARA vs AXON
+1,871.3%
-1,945.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.6% |
| 7D | +15.6% | -2.5% | +18.1% | +17.1% |
| 30D | +17.2% | -11.5% | +28.7% | +23.1% |
| 3M | -14.2% | +7.3% | -21.4% | -21.2% |
| 6M | +47.7% | -11.9% | +59.6% | +45.5% |
| YTD | +31.7% | -11.0% | +42.7% | +27.8% |
| 1Y | -22.2% | -31.8% | +9.6% | -14.1% |
| 3Y | +8.4% | +135.4% | -127.0% | -46.5% |
| 5Y | -68.3% | +176.9% | -245.1% | -86.3% |
| All | -73.8% | +1,871.3% | -1,945.0% | -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