+672.9%
AXTI vs MDB
+978.8%
-305.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.5% | +16.3% | +13.8% |
| 7D | +24.0% | -18.0% | +42.0% | +30.3% |
| 30D | -21.5% | -10.7% | -10.7% | -20.2% |
| 3M | -23.4% | +1.0% | -24.4% | -24.7% |
| 6M | +114.9% | +31.6% | +83.3% | +93.0% |
| YTD | +325.4% | -15.2% | +340.6% | +325.6% |
| 1Y | +2,136.7% | +10.1% | +2,126.5% | +1,982.7% |
| 3Y | +2,835.0% | -5.6% | +2,840.7% | +2,525.5% |
| 5Y | +652.8% | -24.5% | +677.3% | +536.9% |
| All | +672.9% | +978.8% | -305.9% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling