+143.0%
AXON vs MOD
+300.6%
-157.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.5% | -4.7% |
| 7D | -14.2% | +9.6% | -23.7% | -15.2% |
| 30D | -15.4% | 0.0% | -15.4% | -15.5% |
| 3M | +0.5% | -35.4% | +35.9% | +5.4% |
| 6M | -9.5% | -7.3% | -2.2% | -11.5% |
| YTD | -9.2% | +45.8% | -55.0% | -19.8% |
| 1Y | -29.4% | +43.1% | -72.5% | -38.2% |
| All | +143.0% | +300.6% | -157.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling