+1,046.6%
AXON vs MRSH
+261.5%
+785.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.1% |
| 7D | +0.8% | +1.4% | -0.7% | -0.1% |
| 30D | -22.8% | +16.5% | -39.2% | -29.3% |
| 3M | -48.8% | +10.8% | -59.5% | -51.7% |
| 6M | -16.3% | +32.1% | -48.4% | -29.3% |
| YTD | -44.5% | +14.5% | -58.9% | -49.5% |
| 1Y | -43.4% | +15.5% | -58.9% | -48.8% |
| 3Y | +44.3% | +9.3% | +34.9% | +31.9% |
| 5Y | +85.1% | +35.1% | +50.0% | +45.9% |
| All | +1,046.6% | +261.5% | +785.1% | +457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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