+135.4%
AXON vs MXL
+186.9%
-51.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.0% | -8.0% | -2.5% |
| 7D | -2.5% | +15.5% | -18.0% | -3.7% |
| 30D | -11.5% | -11.3% | -0.2% | -11.0% |
| 3M | +7.3% | -16.1% | +23.4% | +6.4% |
| 6M | -11.9% | +323.0% | -335.0% | -34.4% |
| YTD | -11.0% | +281.5% | -292.5% | -32.7% |
| 1Y | -31.8% | +319.3% | -351.0% | -49.8% |
| 3Y | +135.4% | +189.4% | -54.0% | +77.4% |
| All | +135.4% | +186.9% | -51.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling