-49.1%
AXON vs MULL
+1,100.2%
-1,149.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.3% | -15.5% | -3.6% |
| 7D | -28.7% | -27.1% | -1.6% | -28.0% |
| 30D | -28.3% | -54.2% | +25.9% | -26.5% |
| 3M | -46.9% | -42.0% | -4.9% | -46.3% |
| 6M | -24.9% | -43.5% | +18.6% | -28.1% |
| YTD | -46.6% | +199.9% | -246.5% | -59.4% |
| 1Y | -49.7% | +292.8% | -342.5% | -63.6% |
| All | -49.1% | +1,100.2% | -1,149.2% | -72.9% |
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