-5.0%
MCD vs AXON
-50.2%
+45.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.2% | +17.6% | 0.0% |
| 7D | +7.1% | -26.8% | +34.0% | +8.0% |
| 30D | +19.8% | -22.9% | +42.7% | +20.6% |
| 3M | +0.8% | -40.1% | +40.9% | +1.8% |
| 6M | -1.3% | -18.9% | +17.6% | -0.4% |
| YTD | -7.8% | -44.9% | +37.1% | -6.9% |
| 1Y | -5.0% | -46.7% | +41.7% | -3.4% |
| All | -5.0% | -50.2% | +45.3% | -3.4% |
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