+652.8%
AXTI vs MOD
+1,517.7%
-864.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +13.4% |
| 7D | +24.0% | +6.3% | +17.6% | +20.3% |
| 30D | -21.5% | -1.7% | -19.8% | -20.0% |
| 3M | -23.4% | -30.1% | +6.7% | -7.8% |
| 6M | +114.9% | +2.7% | +112.2% | +122.1% |
| YTD | +325.4% | +44.1% | +281.4% | +286.9% |
| 1Y | +2,136.7% | +38.7% | +2,097.9% | +1,964.9% |
| 3Y | +2,835.0% | +309.8% | +2,525.2% | +1,586.2% |
| 5Y | +652.8% | +1,569.7% | -916.9% | +140.0% |
| All | +652.8% | +1,517.7% | -864.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 5y: compounded portfolio wealth divided by compounded MOD 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…
5y analysis · Full analysis span regression · 6 months rolling