+4,407.5%
MU vs AXON
+1,058.0%
+3,349.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.2% |
| 7D | +12.8% | +0.8% | +12.0% | +12.6% |
| 30D | -14.9% | -22.8% | +7.9% | -9.8% |
| 3M | -18.0% | -48.8% | +30.7% | -4.8% |
| 6M | -3.1% | -16.3% | +13.2% | -4.0% |
| YTD | +172.9% | -44.5% | +217.4% | +195.3% |
| 1Y | +228.8% | -43.4% | +272.2% | +254.6% |
| 3Y | +950.8% | +44.3% | +906.6% | +705.2% |
| 5Y | +931.3% | +85.1% | +846.2% | +593.1% |
| All | +4,407.5% | +1,058.0% | +3,349.5% | +1,855.8% |
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