+259.1%
MP vs AXON
+368.7%
-109.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.9% | -5.6% |
| 7D | -12.5% | +0.2% | -12.8% | -12.6% |
| 30D | -23.3% | +3.0% | -26.3% | -23.9% |
| 3M | -24.4% | -30.1% | +5.8% | -17.4% |
| 6M | -45.8% | +7.7% | -53.5% | -48.0% |
| YTD | -28.9% | -25.3% | -3.6% | -25.6% |
| 1Y | -34.6% | -39.9% | +5.3% | -27.6% |
| 3Y | +118.7% | +95.2% | +23.4% | +45.6% |
| 5Y | -3.1% | +129.9% | -132.9% | -44.1% |
| All | +259.1% | +368.7% | -109.6% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling