-31.8%
AXON vs MTB
+23.0%
-54.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -2.5% | +2.8% | -5.3% | -3.6% |
| 30D | -11.5% | -4.2% | -7.3% | -10.0% |
| 3M | +7.3% | +7.8% | -0.5% | +5.1% |
| 6M | -11.9% | +14.8% | -26.8% | -16.1% |
| YTD | -11.0% | +20.8% | -31.8% | -17.8% |
| 1Y | -31.8% | +23.1% | -54.9% | -36.9% |
| All | -31.8% | +23.0% | -54.8% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling