+158.0%
MAR vs AXON
+71.5%
+86.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -18.2% | +18.0% | +2.8% |
| 7D | +4.3% | -26.8% | +31.1% | +9.4% |
| 30D | +16.8% | -22.9% | +39.7% | +21.4% |
| 3M | +16.0% | -40.1% | +56.1% | +25.0% |
| 6M | +16.5% | -18.9% | +35.3% | +16.4% |
| YTD | +35.0% | -44.9% | +79.9% | +44.2% |
| 1Y | +49.4% | -46.7% | +96.1% | +60.5% |
| 3Y | +124.1% | +44.3% | +79.7% | +72.4% |
| All | +158.0% | +71.5% | +86.5% | +63.6% |
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