+1,846.0%
AXON vs MXL
+273.2%
+1,572.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.6% | -4.4% |
| 7D | -3.3% | +19.0% | -22.3% | -6.4% |
| 30D | -17.8% | +4.5% | -22.3% | -19.2% |
| 3M | +8.3% | -1.5% | +9.8% | +3.1% |
| 6M | -12.4% | +348.6% | -361.0% | -46.2% |
| YTD | -13.7% | +310.3% | -324.0% | -46.2% |
| 1Y | -33.1% | +344.7% | -377.8% | -59.7% |
| 3Y | +128.2% | +211.2% | -83.0% | +31.5% |
| 5Y | +170.5% | +34.8% | +135.6% | +87.7% |
| 10Y | +1,846.0% | +286.5% | +1,559.4% | +764.7% |
| All | +1,846.0% | +273.2% | +1,572.8% | +764.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling