-33.1%
AXON vs MTZ
+36.0%
-69.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.9% |
| 7D | -3.3% | +2.3% | -5.6% | -3.5% |
| 30D | -17.8% | -10.3% | -7.5% | -17.5% |
| 3M | +8.3% | -31.8% | +40.1% | +8.0% |
| 6M | -12.4% | -19.2% | +6.8% | -19.9% |
| YTD | -13.7% | +10.7% | -24.4% | -30.7% |
| 1Y | -33.1% | +37.5% | -70.6% | -50.6% |
| All | -33.1% | +36.0% | -69.1% | -50.6% |
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