+86.7%
AXON vs MLM
+30.7%
+56.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.0% | +4.7% |
| 7D | -25.6% | -5.8% | -19.8% | -22.9% |
| 30D | -23.9% | +9.8% | -33.7% | -27.5% |
| 3M | -50.4% | -5.2% | -45.2% | -48.9% |
| 6M | -20.0% | -10.3% | -9.7% | -15.7% |
| YTD | -44.5% | -15.5% | -29.0% | -40.4% |
| 1Y | -44.9% | -15.0% | -29.8% | -41.0% |
| 3Y | +44.7% | +17.5% | +27.3% | +23.9% |
| 5Y | +86.7% | +30.5% | +56.1% | +40.5% |
| All | +86.7% | +30.7% | +56.0% | +40.5% |
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