+415.4%
MAR vs AXON
+1,845.5%
-1,430.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -6.9% | -11.5% | +4.6% | -5.0% |
| 3M | -15.8% | +7.3% | -23.1% | -18.4% |
| 6M | +1.9% | -11.9% | +13.9% | +1.9% |
| YTD | +6.6% | -11.0% | +17.6% | +5.4% |
| 1Y | +23.7% | -31.8% | +55.4% | +28.6% |
| 3Y | +64.6% | +135.4% | -70.8% | +23.3% |
| 5Y | +156.4% | +176.9% | -20.5% | +77.1% |
| 10Y | +415.4% | +1,854.5% | -1,439.1% | +140.1% |
| All | +415.4% | +1,845.5% | -1,430.1% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling