+182.3%
AXON vs MLM
+41.9%
+140.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.8% |
| 7D | -14.2% | -2.9% | -11.3% | -12.8% |
| 30D | -15.4% | -6.8% | -8.6% | -11.9% |
| 3M | +0.5% | -11.2% | +11.7% | +6.4% |
| 6M | -9.5% | -21.8% | +12.3% | +2.2% |
| YTD | -9.2% | -17.0% | +7.8% | -1.9% |
| 1Y | -29.4% | -16.4% | -13.0% | -23.9% |
| 3Y | +139.4% | +14.5% | +124.9% | +109.7% |
| All | +182.3% | +41.9% | +140.4% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling