+1,016.4%
AXON vs MTCH
+143.8%
+872.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -19.7% | +6.7% | -26.4% | -21.1% |
| 30D | -25.7% | -1.4% | -24.3% | -25.5% |
| 3M | -48.8% | +14.8% | -63.6% | -50.9% |
| 6M | -22.0% | +19.4% | -41.4% | -25.9% |
| YTD | -45.9% | +32.3% | -78.2% | -50.3% |
| 1Y | -46.1% | +29.5% | -75.6% | -50.1% |
| 3Y | +40.9% | +47.2% | -6.3% | +19.4% |
| 5Y | +80.2% | -70.2% | +150.5% | +138.0% |
| All | +1,016.4% | +143.8% | +872.6% | +884.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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