+44.3%
AXON vs MTB
+106.3%
-62.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +0.8% | +1.5% | -0.8% | +0.2% |
| 30D | -22.8% | +2.3% | -25.1% | -23.2% |
| 3M | -48.8% | -12.1% | -36.6% | -46.4% |
| 6M | -16.3% | +9.8% | -26.1% | -18.5% |
| YTD | -44.5% | +12.0% | -56.5% | -46.6% |
| 1Y | -43.4% | +22.0% | -65.4% | -47.0% |
| 3Y | +44.3% | +107.6% | -63.4% | +23.0% |
| All | +44.3% | +106.3% | -62.0% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling