+1,472.1%
AXTI vs MKC
+29.9%
+1,442.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +5.1% | -1.5% | +6.5% | +5.0% |
| 30D | -17.5% | -3.1% | -14.3% | -17.6% |
| 3M | -26.7% | +5.2% | -31.9% | -26.9% |
| 6M | +36.8% | -12.8% | +49.6% | +38.0% |
| YTD | +296.1% | -23.3% | +319.4% | +304.0% |
| 1Y | +1,810.6% | -24.1% | +1,834.7% | +1,847.6% |
| 3Y | +2,587.6% | -32.1% | +2,619.7% | +2,667.4% |
| 5Y | +601.7% | -32.8% | +634.5% | +616.6% |
| All | +1,472.1% | +29.9% | +1,442.2% | +1,240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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