+1,046.6%
AXON vs MTUM
+307.2%
+739.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +4.5% |
| 7D | +0.8% | +6.6% | -5.8% | -5.2% |
| 30D | -22.8% | -10.8% | -12.0% | -15.3% |
| 3M | -48.8% | -13.8% | -35.0% | -42.4% |
| 6M | -16.3% | -10.7% | -5.6% | -12.4% |
| YTD | -44.5% | +9.1% | -53.5% | -53.1% |
| 1Y | -43.4% | +11.4% | -54.8% | -53.2% |
| 3Y | +44.3% | +88.8% | -44.6% | -30.2% |
| 5Y | +85.1% | +51.7% | +33.4% | +12.9% |
| All | +1,046.6% | +307.2% | +739.4% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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