+135.4%
AXON vs MTCH
-3.6%
+139.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -11.5% | +10.4% | -21.9% | -12.7% |
| 3M | +7.3% | +21.0% | -13.7% | +5.3% |
| 6M | -11.9% | +36.6% | -48.6% | -14.5% |
| YTD | -11.0% | +29.7% | -40.7% | -13.3% |
| 1Y | -31.8% | +8.6% | -40.4% | -33.0% |
| 3Y | +135.4% | -2.7% | +138.1% | +130.7% |
| All | +135.4% | -3.6% | +139.0% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling