+1,852.6%
AXON vs MLM
+199.9%
+1,652.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.7% |
| 7D | -14.2% | -2.9% | -11.3% | -13.0% |
| 30D | -15.4% | -6.8% | -8.6% | -12.4% |
| 3M | +0.5% | -11.2% | +11.7% | +5.7% |
| 6M | -9.5% | -21.8% | +12.3% | +0.3% |
| YTD | -9.2% | -17.0% | +7.8% | -2.6% |
| 1Y | -29.4% | -16.4% | -13.0% | -24.4% |
| 3Y | +139.4% | +14.5% | +124.9% | +119.8% |
| 5Y | +178.9% | +41.7% | +137.2% | +130.0% |
| All | +1,852.6% | +199.9% | +1,652.7% | +888.3% |
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