+1,304.8%
AXON vs MLM
+185.4%
+1,119.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.3% | -17.4% |
| 7D | -26.8% | -4.1% | -22.7% | -25.2% |
| 30D | -22.9% | +8.2% | -31.1% | -25.4% |
| 3M | -40.1% | -3.6% | -36.5% | -39.0% |
| 6M | -18.9% | -15.6% | -3.3% | -12.9% |
| YTD | -44.9% | -16.4% | -28.5% | -41.1% |
| 1Y | -46.7% | -14.3% | -32.3% | -43.6% |
| 3Y | +44.3% | +19.3% | +25.0% | +30.6% |
| 5Y | +71.4% | +29.6% | +41.8% | +47.1% |
| All | +1,304.8% | +185.4% | +1,119.4% | +679.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling