+498.8%
MAR vs AXON
+1,058.0%
-559.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +13.8% | -22.8% | +36.6% | +18.9% |
| 3M | +20.3% | -48.8% | +69.0% | +35.5% |
| 6M | +21.3% | -16.3% | +37.6% | +21.4% |
| YTD | +37.2% | -44.5% | +81.7% | +47.4% |
| 1Y | +48.4% | -43.4% | +91.8% | +58.6% |
| 3Y | +120.1% | +44.3% | +75.9% | +78.9% |
| 5Y | +182.1% | +85.1% | +97.0% | +106.9% |
| All | +498.8% | +1,058.0% | -559.2% | +193.7% |
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