+77.2%
AXON vs MOD
+748.9%
-671.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +5.7% | -23.9% | -19.0% |
| 7D | -26.8% | -25.5% | -1.3% | -24.0% |
| 30D | -22.9% | -49.0% | +26.1% | -15.2% |
| 3M | -40.1% | -49.8% | +9.7% | -34.2% |
| 6M | -18.9% | -64.8% | +45.9% | -7.2% |
| YTD | -44.9% | -27.6% | -17.2% | -46.9% |
| 1Y | -46.7% | -35.2% | -11.5% | -47.7% |
| 3Y | +44.3% | +137.1% | -92.8% | -3.5% |
| All | +77.2% | +748.9% | -671.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling