+18.4%
MARA vs AXON
+128.5%
-110.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.7% |
| 7D | +13.8% | -3.3% | +17.2% | +15.1% |
| 30D | +24.7% | -17.8% | +42.5% | +31.5% |
| 3M | -10.4% | +8.3% | -18.7% | -15.6% |
| 6M | +37.6% | -12.4% | +50.0% | +38.9% |
| YTD | +32.7% | -13.7% | +46.5% | +32.8% |
| 1Y | -25.2% | -33.1% | +7.9% | -18.5% |
| All | +18.4% | +128.5% | -110.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling