+72.2%
MAR vs AXON
+140.4%
-68.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | -4.2% | -14.2% | +10.0% | -2.5% |
| 30D | -6.7% | -15.4% | +8.7% | -5.2% |
| 3M | -12.5% | +0.5% | -13.0% | -13.4% |
| 6M | +0.6% | -9.5% | +10.1% | +0.5% |
| YTD | +9.1% | -9.2% | +18.3% | +8.5% |
| 1Y | +26.2% | -29.4% | +55.6% | +29.9% |
| All | +72.2% | +140.4% | -68.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling