+182.5%
AXON vs MTZ
+156.2%
+26.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.7% |
| 7D | -14.2% | -1.6% | -12.6% | -13.8% |
| 30D | -15.4% | -11.1% | -4.3% | -13.0% |
| 3M | +0.5% | -36.7% | +37.2% | +10.4% |
| 6M | -9.5% | -21.9% | +12.4% | -8.6% |
| YTD | -9.2% | +9.1% | -18.3% | -18.2% |
| 1Y | -29.4% | +30.0% | -59.3% | -40.2% |
| 3Y | +139.4% | +138.5% | +1.0% | +65.6% |
| All | +182.5% | +156.2% | +26.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling