+170.5%
AXON vs MXL
+34.9%
+135.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.6% | -4.1% |
| 7D | -3.3% | +19.0% | -22.3% | -5.8% |
| 30D | -17.8% | +4.5% | -22.3% | -18.9% |
| 3M | +8.3% | -1.5% | +9.8% | +4.2% |
| 6M | -12.4% | +348.6% | -361.0% | -42.7% |
| YTD | -13.7% | +310.3% | -324.0% | -42.7% |
| 1Y | -33.1% | +344.7% | -377.8% | -57.1% |
| 3Y | +128.2% | +211.2% | -83.0% | +40.6% |
| 5Y | +170.5% | +34.8% | +135.6% | +126.7% |
| All | +170.5% | +34.9% | +135.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling