-5.9%
MDB vs AXON
+42.7%
-48.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -18.2% | +20.9% | +9.8% |
| 7D | -11.4% | -26.8% | +15.5% | -0.9% |
| 30D | -13.8% | -22.9% | +9.1% | -5.5% |
| 3M | -15.5% | -40.1% | +24.6% | +2.3% |
| 6M | +17.9% | -18.9% | +36.8% | +26.7% |
| YTD | -25.5% | -44.9% | +19.4% | -10.1% |
| 1Y | -12.1% | -46.7% | +34.6% | +7.0% |
| 3Y | -5.9% | +44.3% | -50.2% | -15.0% |
| All | -5.9% | +42.7% | -48.5% | -15.0% |
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