+40.5%
AXON vs MXL
+256.9%
-216.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.5% |
| 7D | -19.7% | +33.1% | -52.8% | -21.4% |
| 30D | -25.7% | -33.5% | +7.8% | -24.0% |
| 3M | -48.8% | -20.7% | -28.1% | -48.7% |
| 6M | -22.0% | -35.9% | +13.9% | -22.0% |
| YTD | -45.9% | +238.3% | -284.2% | -58.9% |
| 1Y | -46.1% | +296.2% | -342.3% | -60.2% |
| All | +40.5% | +256.9% | -216.4% | -1.2% |
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