+254.1%
MP vs AXON
+245.9%
+8.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -18.2% | +23.1% | +9.7% |
| 7D | -10.5% | -26.8% | +16.3% | -3.6% |
| 30D | -23.5% | -22.9% | -0.6% | -18.8% |
| 3M | -25.4% | -40.1% | +14.7% | -15.5% |
| 6M | -51.3% | -18.9% | -32.4% | -50.0% |
| YTD | -29.9% | -44.9% | +15.0% | -21.1% |
| 1Y | -31.8% | -46.7% | +14.9% | -22.5% |
| 3Y | +127.0% | +44.3% | +82.7% | +62.3% |
| 5Y | -3.3% | +71.4% | -74.7% | -40.3% |
| All | +254.1% | +245.9% | +8.2% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling