-40.2%
AXON vs MOD
-37.4%
-2.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.3% | -2.5% | -10.0% |
| 7D | -12.7% | -34.2% | +21.5% | -13.7% |
| 30D | -8.6% | -51.9% | +43.3% | -10.6% |
| 3M | -37.2% | -53.0% | +15.8% | -38.7% |
| 6M | +0.5% | -66.4% | +66.9% | -3.4% |
| YTD | -32.6% | -31.5% | -1.1% | -35.9% |
| 1Y | -40.2% | -39.6% | -0.6% | -42.3% |
| All | -40.2% | -37.4% | -2.8% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling