+137.1%
AXON vs MCO
+44.5%
+92.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -0.6% |
| 30D | -11.5% | +0.9% | -12.4% | -11.8% |
| 3M | +7.3% | +8.7% | -1.4% | +2.5% |
| 6M | -11.9% | +2.4% | -14.4% | -12.7% |
| YTD | -11.0% | -5.2% | -5.8% | -8.3% |
| 1Y | -31.8% | -4.4% | -27.4% | -30.3% |
| All | +137.1% | +44.5% | +92.6% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling