-15.1%
AXON vs MULL
+2,481.0%
-2,496.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.9% |
| 7D | -2.5% | +14.0% | -16.5% | -3.0% |
| 30D | -11.5% | +24.8% | -36.3% | -12.5% |
| 3M | +7.3% | -16.1% | +23.4% | +4.8% |
| 6M | -11.9% | +330.9% | -342.8% | -29.2% |
| YTD | -11.0% | +545.0% | -556.0% | -33.9% |
| 1Y | -31.8% | +2,427.1% | -2,458.9% | -59.8% |
| All | -15.1% | +2,481.0% | -2,496.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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