-17.3%
MCD vs AXON
-28.9%
+11.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.5% |
| 7D | -2.8% | -14.2% | +11.3% | -2.8% |
| 30D | -6.0% | -15.4% | +9.4% | -6.0% |
| 3M | -5.6% | +0.5% | -6.1% | -5.8% |
| 6M | -21.9% | -9.5% | -12.3% | -22.5% |
| YTD | -14.7% | -9.2% | -5.5% | -15.3% |
| 1Y | -17.3% | -29.4% | +12.1% | -19.9% |
| All | -17.3% | -28.9% | +11.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling