+165.0%
MMM vs AXON
+40.0%
+125.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +7.0% | -27.4% | +34.3% | +9.6% |
| 30D | +18.4% | -28.5% | +46.8% | +21.4% |
| 3M | +4.5% | -49.3% | +53.7% | +9.7% |
| 6M | +33.4% | -25.0% | +58.5% | +35.0% |
| YTD | +20.0% | -46.7% | +66.7% | +25.0% |
| 1Y | +15.0% | -48.3% | +63.3% | +20.2% |
| 3Y | +165.0% | +38.8% | +126.2% | +133.5% |
| All | +165.0% | +40.0% | +125.0% | +133.5% |
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