+1,854.5%
AXON vs MTB
+173.2%
+1,681.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | -11.5% | -4.2% | -7.3% | -10.4% |
| 3M | +7.3% | +7.8% | -0.5% | +5.0% |
| 6M | -11.9% | +14.8% | -26.8% | -15.5% |
| YTD | -11.0% | +20.8% | -31.8% | -16.0% |
| 1Y | -31.8% | +23.1% | -54.9% | -36.0% |
| 3Y | +135.4% | +114.8% | +20.6% | +85.8% |
| 5Y | +176.9% | +103.3% | +73.6% | +116.2% |
| 10Y | +1,854.5% | +173.0% | +1,681.5% | +1,029.4% |
| All | +1,854.5% | +173.2% | +1,681.3% | +1,029.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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