+1,786.0%
AXON vs MCO
+385.7%
+1,400.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.3% |
| 7D | -11.0% | -7.3% | -3.7% | -6.5% |
| 30D | -24.7% | -1.7% | -23.0% | -23.7% |
| 3M | +7.0% | +3.9% | +3.1% | +4.9% |
| 6M | -9.6% | +3.8% | -13.5% | -11.0% |
| YTD | -15.7% | -7.9% | -7.8% | -11.0% |
| 1Y | -35.9% | -6.8% | -29.1% | -33.3% |
| 3Y | +123.0% | +40.9% | +82.1% | +75.0% |
| 5Y | +166.3% | +27.5% | +138.8% | +119.3% |
| All | +1,786.0% | +385.7% | +1,400.3% | +805.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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