+44.3%
AXON vs MTUM
+89.8%
-45.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.9% |
| 7D | +0.8% | +6.6% | -5.8% | -3.3% |
| 30D | -22.8% | -10.8% | -12.0% | -17.3% |
| 3M | -48.8% | -13.8% | -35.0% | -44.1% |
| 6M | -16.3% | -10.7% | -5.6% | -14.2% |
| YTD | -44.5% | +9.1% | -53.5% | -53.6% |
| 1Y | -43.4% | +11.4% | -54.8% | -53.6% |
| 3Y | +44.3% | +88.8% | -44.6% | -18.5% |
| All | +44.3% | +89.8% | -45.6% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling