+112,002.2%
AXON vs MTZ
+1,582.2%
+110,420.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.1% |
| 3M | +0.5% | -36.7% | +37.2% | +9.8% |
| 6M | -9.5% | -21.9% | +12.4% | -7.2% |
| YTD | -9.2% | +9.1% | -18.3% | -14.5% |
| 1Y | -29.4% | +30.0% | -59.3% | -36.5% |
| 3Y | +139.4% | +138.5% | +1.0% | +80.4% |
| 5Y | +178.9% | +158.3% | +20.6% | +101.1% |
| 10Y | +1,840.8% | +700.8% | +1,140.0% | +900.4% |
| All | +112,002.2% | +1,582.2% | +110,420.0% | +38,580.6% |
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 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