+1,180.9%
AXON vs MOD
+1,005.7%
+175.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.9% | -13.0% | -4.5% |
| 7D | -28.7% | -13.9% | -14.8% | -27.7% |
| 30D | -28.3% | -41.5% | +13.2% | -23.2% |
| 3M | -46.9% | -45.7% | -1.2% | -42.7% |
| 6M | -24.9% | -61.1% | +36.2% | -16.0% |
| YTD | -46.6% | -20.5% | -26.1% | -48.3% |
| 1Y | -49.7% | -32.1% | -17.6% | -50.1% |
| 3Y | +40.6% | +146.5% | -105.9% | +6.2% |
| 5Y | +71.9% | +812.7% | -740.9% | +1.5% |
| 10Y | +1,180.9% | +966.8% | +214.0% | +448.8% |
| All | +1,180.9% | +1,005.7% | +175.1% | +448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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