+1,854.5%
AXON vs MET
+247.1%
+1,607.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | -11.5% | -2.3% | -9.2% | -10.6% |
| 3M | +7.3% | +13.9% | -6.6% | +0.9% |
| 6M | -11.9% | +34.8% | -46.7% | -23.0% |
| YTD | -11.0% | +23.5% | -34.5% | -19.5% |
| 1Y | -31.8% | +23.4% | -55.2% | -38.3% |
| 3Y | +135.4% | +64.9% | +70.5% | +85.7% |
| 5Y | +176.9% | +82.0% | +94.8% | +106.3% |
| 10Y | +1,854.5% | +244.4% | +1,610.1% | +890.7% |
| All | +1,854.5% | +247.1% | +1,607.4% | +890.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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