+2,074.4%
AXON vs MKTX
+1,445.7%
+628.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -11.5% | +1.0% | -12.5% | -11.7% |
| 3M | +7.3% | +41.3% | -34.0% | -5.0% |
| 6M | -11.9% | -11.3% | -0.6% | -10.2% |
| YTD | -11.0% | -8.6% | -2.4% | -10.2% |
| 1Y | -31.8% | -11.1% | -20.7% | -30.9% |
| 3Y | +135.4% | -24.5% | +159.9% | +139.8% |
| 5Y | +176.9% | -61.4% | +238.3% | +241.6% |
| 10Y | +1,854.5% | +6.8% | +1,847.6% | +1,553.4% |
| All | +2,074.4% | +1,445.7% | +628.7% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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