-35.9%
AXON vs MXL
+329.6%
-365.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -2.2% |
| 7D | -11.0% | +16.6% | -27.7% | -11.2% |
| 30D | -24.7% | +0.5% | -25.2% | -24.8% |
| 3M | +7.0% | -3.6% | +10.6% | +6.4% |
| 6M | -9.6% | +328.0% | -337.7% | -22.5% |
| YTD | -15.7% | +297.8% | -313.5% | -27.1% |
| 1Y | -35.9% | +339.4% | -375.4% | -45.8% |
| All | -35.9% | +329.6% | -365.6% | -45.8% |
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