-24.7%
MDB vs AXON
+179.8%
-204.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -1.8% |
| 7D | -17.4% | -14.2% | -3.3% | -10.5% |
| 30D | -2.0% | -15.4% | +13.4% | +6.3% |
| 3M | -3.0% | +0.5% | -3.5% | -5.1% |
| 6M | +48.7% | -9.5% | +58.2% | +52.5% |
| YTD | -12.1% | -9.2% | -2.9% | -11.5% |
| 1Y | +14.5% | -29.4% | +43.9% | +30.2% |
| 3Y | -6.1% | +139.4% | -145.6% | -60.3% |
| All | -24.7% | +179.8% | -204.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling