+135.4%
AXON vs MTZ
+165.0%
-29.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.8% |
| 7D | -2.5% | +3.6% | -6.0% | -3.3% |
| 30D | -11.5% | -9.6% | -1.8% | -9.8% |
| 3M | +7.3% | -31.9% | +39.2% | +14.5% |
| 6M | -11.9% | -13.8% | +1.9% | -14.7% |
| YTD | -11.0% | +13.3% | -24.3% | -21.9% |
| 1Y | -31.8% | +39.3% | -71.0% | -44.4% |
| 3Y | +135.4% | +168.3% | -32.9% | +76.6% |
| All | +135.4% | +165.0% | -29.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling