+6,273.6%
AXON vs MTUM
+608.1%
+5,665.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -3.2% |
| 7D | -2.5% | +4.1% | -6.6% | -6.2% |
| 30D | -11.5% | -0.2% | -11.3% | -11.7% |
| 3M | +7.3% | -1.9% | +9.2% | +5.5% |
| 6M | -11.9% | +28.1% | -40.0% | -35.6% |
| YTD | -11.0% | +23.6% | -34.6% | -32.4% |
| 1Y | -31.8% | +26.1% | -57.9% | -49.1% |
| 3Y | +135.4% | +116.8% | +18.6% | -0.4% |
| 5Y | +176.9% | +80.0% | +96.8% | +43.3% |
| 10Y | +1,854.5% | +346.4% | +1,508.1% | +280.9% |
| All | +6,273.6% | +608.1% | +5,665.5% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling