+68,469.6%
AXON vs MTZ
+1,241.7%
+67,227.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.4% | +3.2% |
| 7D | -25.6% | +12.9% | -38.5% | -28.2% |
| 30D | -23.9% | -8.5% | -15.3% | -23.4% |
| 3M | -50.4% | -30.6% | -19.8% | -46.9% |
| 6M | -20.0% | -55.1% | +35.1% | -6.9% |
| YTD | -44.5% | -13.0% | -31.5% | -45.7% |
| 1Y | -44.9% | -4.3% | -40.6% | -47.4% |
| 3Y | +44.7% | +284.0% | -239.3% | -3.6% |
| 5Y | +86.7% | +97.7% | -11.0% | +41.6% |
| 10Y | +1,060.5% | +444.4% | +616.1% | +543.5% |
| All | +68,469.6% | +1,241.7% | +67,227.9% | +24,467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling