-39.9%
AXON vs MXL
+276.5%
-316.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.1% | +13.0% | +1.8% |
| 7D | +0.2% | -24.3% | +24.6% | +0.1% |
| 30D | +3.0% | -46.1% | +49.1% | +2.8% |
| 3M | -30.1% | -21.8% | -8.3% | -30.3% |
| 6M | +7.7% | -27.2% | +35.0% | +6.9% |
| YTD | -25.3% | +226.2% | -251.5% | -36.4% |
| 1Y | -39.9% | +297.0% | -336.9% | -50.5% |
| All | -39.9% | +276.5% | -316.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling