-39.9%
AXON vs MLM
-11.4%
-28.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.0% |
| 7D | +0.2% | +9.1% | -8.9% | -2.7% |
| 30D | +3.0% | +14.6% | -11.6% | -1.7% |
| 3M | -30.1% | +0.3% | -30.4% | -30.1% |
| 6M | +7.7% | -7.5% | +15.2% | +8.2% |
| YTD | -25.3% | -10.2% | -15.1% | -30.3% |
| 1Y | -39.9% | -10.5% | -29.4% | -44.1% |
| All | -39.9% | -11.4% | -28.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling