+4,657.5%
AXON vs MXL
+234.0%
+4,423.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.4% | -7.1% | +2.3% |
| 7D | -25.6% | +5.5% | -31.1% | -27.0% |
| 30D | -23.9% | -32.6% | +8.7% | -20.0% |
| 3M | -50.4% | -13.1% | -37.3% | -51.4% |
| 6M | -20.0% | -41.4% | +21.4% | -19.4% |
| YTD | -44.5% | +243.9% | -288.4% | -65.2% |
| 1Y | -44.9% | +305.1% | -349.9% | -66.9% |
| 3Y | +44.7% | +260.1% | -215.3% | -21.4% |
| 5Y | +86.7% | -12.1% | +98.8% | +36.3% |
| 10Y | +1,060.5% | +182.8% | +877.7% | +470.3% |
| All | +4,657.5% | +234.0% | +4,423.5% | +1,869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling