+77.2%
AXON vs MKC
-32.7%
+109.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.3% | -14.9% | -17.8% |
| 7D | -26.8% | +2.3% | -29.2% | -26.9% |
| 30D | -22.9% | +8.1% | -31.0% | -23.4% |
| 3M | -40.1% | -6.4% | -33.7% | -39.7% |
| 6M | -18.9% | +1.8% | -20.7% | -18.8% |
| YTD | -44.9% | -26.9% | -18.0% | -43.7% |
| 1Y | -46.7% | -21.7% | -25.0% | -45.9% |
| 3Y | +44.3% | -18.7% | +63.1% | +42.7% |
| All | +77.2% | -32.7% | +109.9% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling