+1,016.4%
AXON vs MOD
+822.6%
+193.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -19.7% | +16.1% | -35.8% | -21.7% |
| 30D | -25.7% | -38.5% | +12.8% | -21.0% |
| 3M | -48.8% | -46.8% | -2.0% | -44.6% |
| 6M | -22.0% | -61.6% | +39.6% | -12.7% |
| YTD | -45.9% | -20.5% | -25.4% | -47.6% |
| 1Y | -46.1% | -28.0% | -18.1% | -47.1% |
| 3Y | +40.9% | +134.9% | -94.0% | +7.7% |
| 5Y | +80.2% | +833.2% | -752.9% | +7.1% |
| All | +1,016.4% | +822.6% | +193.7% | +445.6% |
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