+211.7%
MCD vs AXON
+1,304.2%
-1,092.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.2% | +17.6% | +0.9% |
| 7D | +7.1% | -26.8% | +34.0% | +9.5% |
| 30D | +19.8% | -22.9% | +42.7% | +21.9% |
| 3M | +0.8% | -40.1% | +40.9% | +4.3% |
| 6M | -1.3% | -18.9% | +17.6% | -0.8% |
| YTD | -7.8% | -44.9% | +37.1% | -4.9% |
| 1Y | -5.0% | -46.7% | +41.7% | -1.8% |
| 3Y | +10.5% | +44.3% | -33.8% | +0.2% |
| 5Y | +22.0% | +71.4% | -49.4% | +6.1% |
| All | +211.7% | +1,304.2% | -1,092.5% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling