+1,472.1%
AXTI vs MCO
+393.6%
+1,078.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | +5.1% | -3.8% | +8.8% | +7.2% |
| 30D | -17.5% | -0.4% | -17.1% | -18.3% |
| 3M | -26.7% | +7.7% | -34.4% | -32.5% |
| 6M | +36.8% | +7.0% | +29.8% | +24.1% |
| YTD | +296.1% | -6.4% | +302.6% | +288.8% |
| 1Y | +1,810.6% | -7.6% | +1,818.3% | +1,782.0% |
| 3Y | +2,587.6% | +43.2% | +2,544.3% | +1,855.1% |
| 5Y | +601.7% | +29.6% | +572.2% | +435.4% |
| All | +1,472.1% | +393.6% | +1,078.5% | +391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling