+29.4%
MMM vs AXON
+179.8%
-150.4%
-50.0%
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% | +0.6% |
| 7D | -3.3% | -14.2% | +10.8% | -1.9% |
| 30D | -7.0% | -15.4% | +8.4% | -5.7% |
| 3M | +10.8% | +0.5% | +10.3% | +10.0% |
| 6M | +5.8% | -9.5% | +15.3% | +5.9% |
| YTD | +6.8% | -9.2% | +16.0% | +6.5% |
| 1Y | +10.4% | -29.4% | +39.8% | +13.3% |
| 3Y | +104.7% | +139.4% | -34.7% | +74.2% |
| All | +29.4% | +179.8% | -150.4% | +3.1% |
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