-42.7%
AXON vs MDLN
+20.5%
-63.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.5% |
| 7D | -25.6% | +4.5% | -30.1% | -26.4% |
| 30D | -23.9% | +17.9% | -41.8% | -26.8% |
| 3M | -50.4% | +20.3% | -70.7% | -52.7% |
| 6M | -20.0% | +7.4% | -27.4% | -21.7% |
| YTD | -44.5% | +0.4% | -44.8% | -46.5% |
| All | -42.7% | +20.5% | -63.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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