+22.6%
MCD vs AXON
+105.6%
-82.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.8% | +9.0% | -0.4% |
| 7D | +8.0% | -12.7% | +20.7% | +8.6% |
| 30D | +19.6% | -8.6% | +28.2% | +20.0% |
| 3M | +2.2% | -37.2% | +39.4% | +3.8% |
| 6M | -1.1% | +0.5% | -1.7% | -1.6% |
| YTD | -7.2% | -32.6% | +25.4% | -6.4% |
| 1Y | -6.7% | -40.2% | +33.5% | -5.4% |
| 3Y | +11.6% | +76.1% | -64.5% | +1.9% |
| 5Y | +22.6% | +109.5% | -86.8% | +5.9% |
| All | +22.6% | +105.6% | -82.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling