+170.5%
AXON vs MCO
+29.3%
+141.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.1% |
| 7D | -3.3% | -3.1% | -0.2% | -1.1% |
| 30D | -17.8% | -0.5% | -17.3% | -17.3% |
| 3M | +8.3% | +5.7% | +2.6% | +4.9% |
| 6M | -12.4% | +3.0% | -15.4% | -13.3% |
| YTD | -13.7% | -6.5% | -7.2% | -9.8% |
| 1Y | -33.1% | -5.8% | -27.3% | -30.8% |
| 3Y | +128.2% | +43.1% | +85.1% | +73.4% |
| 5Y | +170.5% | +29.5% | +141.0% | +114.5% |
| All | +170.5% | +29.3% | +141.2% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling