-47.4%
AXON vs MULL
+968.6%
-1,016.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +9.1% | -27.3% | -18.5% |
| 7D | -26.8% | -42.7% | +15.9% | -25.4% |
| 30D | -22.9% | -63.8% | +40.8% | -20.2% |
| 3M | -40.1% | -49.0% | +9.0% | -39.1% |
| 6M | -18.9% | -38.2% | +19.3% | -23.7% |
| YTD | -44.9% | +167.0% | -211.9% | -57.9% |
| 1Y | -46.7% | +247.7% | -294.4% | -61.2% |
| All | -47.4% | +968.6% | -1,016.0% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling