+161.8%
MAR vs AXON
+179.8%
-18.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | -4.2% | -14.2% | +10.0% | -1.7% |
| 30D | -6.7% | -15.4% | +8.7% | -4.6% |
| 3M | -12.5% | +0.5% | -13.0% | -13.9% |
| 6M | +0.6% | -9.5% | +10.1% | +0.2% |
| YTD | +9.1% | -9.2% | +18.3% | +7.9% |
| 1Y | +26.2% | -29.4% | +55.6% | +30.8% |
| 3Y | +68.2% | +139.4% | -71.3% | +20.4% |
| All | +161.8% | +179.8% | -18.0% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling