+166.3%
AXON vs MRSH
+19.1%
+147.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | -11.0% | -5.9% | -5.1% | -7.8% |
| 30D | -24.7% | -7.3% | -17.4% | -21.4% |
| 3M | +7.0% | +6.7% | +0.3% | +2.8% |
| 6M | -9.6% | +3.0% | -12.6% | -11.9% |
| YTD | -15.7% | -2.9% | -12.8% | -15.5% |
| 1Y | -35.9% | -9.0% | -27.0% | -33.6% |
| 3Y | +123.0% | -4.3% | +127.3% | +116.5% |
| 5Y | +166.3% | +19.4% | +146.9% | +107.6% |
| All | +166.3% | +19.1% | +147.2% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling