+47.9%
MMM vs AXON
+72.9%
-25.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +7.0% | -27.4% | +34.3% | +10.3% |
| 30D | +18.4% | -28.5% | +46.8% | +22.2% |
| 3M | +4.5% | -49.3% | +53.7% | +11.3% |
| 6M | +33.4% | -25.0% | +58.5% | +35.4% |
| YTD | +20.0% | -46.7% | +66.7% | +25.8% |
| 1Y | +15.0% | -48.3% | +63.3% | +21.0% |
| 3Y | +165.0% | +38.8% | +126.2% | +136.9% |
| 5Y | +47.9% | +77.7% | -29.8% | +21.8% |
| All | +47.9% | +72.9% | -25.0% | +21.8% |
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