+110.7%
MCK vs AXON
+123.5%
-12.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -7.0% | +4.1% | -2.9% |
| 30D | +0.4% | -20.1% | +20.5% | +0.4% |
| 3M | +12.1% | +7.4% | +4.7% | +12.4% |
| 6M | -5.4% | -7.4% | +1.9% | -5.5% |
| YTD | +7.8% | -15.6% | +23.4% | +8.3% |
| 1Y | +22.9% | -36.2% | +59.1% | +23.5% |
| 3Y | +110.7% | +124.8% | -14.1% | +109.2% |
| All | +110.7% | +123.5% | -12.8% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling