+1,770.6%
MCD vs AXON
+61,473.8%
-59,703.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.2% | +17.6% | +0.5% |
| 7D | +7.1% | -26.8% | +34.0% | +9.0% |
| 30D | +19.8% | -22.9% | +42.7% | +21.4% |
| 3M | +0.8% | -40.1% | +40.9% | +3.5% |
| 6M | -1.3% | -18.9% | +17.6% | -0.8% |
| YTD | -7.8% | -44.9% | +37.1% | -5.5% |
| 1Y | -5.0% | -46.7% | +41.7% | -2.5% |
| 3Y | +10.5% | +44.3% | -33.8% | +4.8% |
| 5Y | +22.0% | +71.4% | -49.4% | +12.9% |
| 10Y | +216.7% | +1,324.0% | -1,107.4% | +152.4% |
| All | +1,770.6% | +61,473.8% | -59,703.3% | +1,276.8% |
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