+1,629.6%
MCD vs AXON
+101,343.3%
-99,713.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -2.8% | -14.2% | +11.3% | -2.0% |
| 30D | -6.0% | -15.4% | +9.4% | -5.3% |
| 3M | -5.6% | +0.5% | -6.1% | -6.0% |
| 6M | -21.9% | -9.5% | -12.3% | -21.9% |
| YTD | -14.7% | -9.2% | -5.5% | -15.0% |
| 1Y | -17.3% | -29.4% | +12.1% | -16.5% |
| 3Y | -2.2% | +139.4% | -141.6% | -9.9% |
| 5Y | +20.3% | +178.9% | -158.6% | +8.3% |
| 10Y | +180.7% | +1,840.8% | -1,660.1% | +119.6% |
| All | +1,629.6% | +101,343.3% | -99,713.7% | +1,138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling