+1,016.4%
AXON vs MKC
+24.3%
+992.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -19.7% | -7.3% | -12.4% | -18.5% |
| 30D | -25.7% | +4.0% | -29.7% | -26.1% |
| 3M | -48.8% | -11.5% | -37.3% | -47.7% |
| 6M | -22.0% | +1.1% | -23.1% | -22.0% |
| YTD | -45.9% | -29.9% | -16.0% | -42.9% |
| 1Y | -46.1% | -27.0% | -19.1% | -43.5% |
| 3Y | +40.9% | -22.3% | +63.3% | +42.9% |
| 5Y | +80.2% | -36.0% | +116.2% | +88.6% |
| All | +1,016.4% | +24.3% | +992.0% | +1,006.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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