+1,948.7%
AXON vs MGY
+199.8%
+1,749.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -14.2% | +2.1% | -16.3% | -14.6% |
| 30D | -15.4% | +13.8% | -29.2% | -17.8% |
| 3M | +0.5% | -4.3% | +4.8% | +0.5% |
| 6M | -9.5% | -5.1% | -4.4% | -10.0% |
| YTD | -9.2% | +24.8% | -34.0% | -15.5% |
| 1Y | -29.4% | +11.8% | -41.2% | -32.8% |
| 3Y | +139.4% | +23.5% | +115.9% | +119.2% |
| 5Y | +178.9% | +87.5% | +91.4% | +119.8% |
| All | +1,948.7% | +199.8% | +1,749.0% | +1,130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 all: compounded portfolio wealth divided by compounded MGY 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…
all analysis · Full analysis span regression · 6 months rolling