+92,113.0%
AXON vs MOD
+395.9%
+91,717.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.3% | +6.8% |
| 7D | +0.2% | -31.3% | +31.6% | +8.5% |
| 30D | +3.0% | -46.1% | +49.1% | +17.5% |
| 3M | -30.1% | -51.1% | +21.0% | -18.9% |
| 6M | +7.7% | -62.1% | +69.8% | +29.1% |
| YTD | -25.3% | -26.2% | +0.9% | -26.6% |
| 1Y | -39.9% | -32.6% | -7.4% | -40.2% |
| 3Y | +95.2% | +133.8% | -38.6% | +30.1% |
| 5Y | +129.9% | +792.8% | -662.9% | +1.8% |
| 10Y | +1,829.8% | +959.8% | +870.1% | +541.9% |
| All | +92,113.0% | +395.9% | +91,717.2% | +24,113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling