+1,786.0%
AXON vs MTUM
+352.0%
+1,434.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -0.5% |
| 7D | -11.0% | +1.2% | -12.3% | -12.1% |
| 30D | -24.7% | -1.7% | -23.1% | -23.9% |
| 3M | +7.0% | -0.5% | +7.5% | +3.7% |
| 6M | -9.6% | +22.3% | -32.0% | -30.2% |
| YTD | -15.7% | +21.4% | -37.0% | -34.3% |
| 1Y | -35.9% | +20.0% | -56.0% | -49.4% |
| 3Y | +123.0% | +113.0% | +10.1% | -1.4% |
| 5Y | +166.3% | +77.3% | +89.0% | +42.7% |
| All | +1,786.0% | +352.0% | +1,434.0% | +428.0% |
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