+3,005.7%
MPC vs AXON
+8,634.2%
-5,628.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.8% | +5.9% | -2.4% |
| 7D | -12.8% | -12.7% | -0.1% | -11.0% |
| 30D | -12.7% | -8.6% | -4.1% | -11.7% |
| 3M | +27.1% | -37.2% | +64.3% | +35.3% |
| 6M | +45.8% | +0.5% | +45.3% | +42.0% |
| YTD | +134.7% | -32.6% | +167.3% | +141.0% |
| 1Y | +106.0% | -40.2% | +146.2% | +115.5% |
| 3Y | +165.5% | +76.1% | +89.4% | +116.1% |
| 5Y | +540.9% | +109.5% | +431.4% | +385.3% |
| 10Y | +1,133.6% | +1,640.5% | -506.9% | +486.8% |
| All | +3,005.7% | +8,634.2% | -5,628.6% | +631.8% |
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