+508.9%
AXTI vs MCO
+4,713.0%
-4,204.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.5% |
| 7D | +15.1% | -7.3% | +22.4% | +18.3% |
| 30D | -12.3% | -1.7% | -10.6% | -12.4% |
| 3M | -24.1% | +3.9% | -28.1% | -26.9% |
| 6M | +46.0% | +3.8% | +42.2% | +39.2% |
| YTD | +295.7% | -7.9% | +303.6% | +293.8% |
| 1Y | +1,825.6% | -6.8% | +1,832.4% | +1,802.5% |
| 3Y | +2,630.0% | +40.9% | +2,589.0% | +2,198.3% |
| 5Y | +601.0% | +27.5% | +573.5% | +510.8% |
| 10Y | +1,459.0% | +381.4% | +1,077.6% | +758.4% |
| All | +508.9% | +4,713.0% | -4,204.0% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling