-39.9%
AXON vs MTZ
-14.7%
-25.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.4% | +17.2% | +1.8% |
| 7D | +0.2% | -7.4% | +7.6% | +0.1% |
| 30D | +3.0% | -23.6% | +26.6% | +3.4% |
| 3M | -30.1% | -38.3% | +8.2% | -29.9% |
| 6M | +7.7% | -60.6% | +68.3% | +7.2% |
| YTD | -25.3% | -22.9% | -2.4% | -41.4% |
| 1Y | -39.9% | -14.3% | -25.7% | -55.2% |
| All | -39.9% | -14.7% | -25.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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