-12.1%
MDB vs AXON
-50.2%
+38.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -18.2% | +20.9% | +11.3% |
| 7D | -11.4% | -26.8% | +15.5% | +1.8% |
| 30D | -13.8% | -22.9% | +9.1% | -3.5% |
| 3M | -15.5% | -40.1% | +24.6% | +7.3% |
| 6M | +17.9% | -18.9% | +36.8% | +26.6% |
| YTD | -25.5% | -44.9% | +19.4% | -6.9% |
| 1Y | -12.1% | -46.7% | +34.6% | +13.5% |
| All | -12.1% | -50.2% | +38.1% | +13.5% |
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 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