+1,049.8%
MDB vs AXON
+1,981.0%
-931.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.1% |
| 7D | -17.4% | -14.2% | -3.3% | -11.5% |
| 30D | -2.0% | -15.4% | +13.4% | +5.2% |
| 3M | -3.0% | +0.5% | -3.5% | -4.5% |
| 6M | +48.7% | -9.5% | +58.2% | +52.6% |
| YTD | -12.1% | -9.2% | -2.9% | -11.1% |
| 1Y | +14.5% | -29.4% | +43.9% | +28.2% |
| 3Y | -6.1% | +139.4% | -145.6% | -46.3% |
| 5Y | -27.3% | +178.9% | -206.2% | -63.5% |
| All | +1,049.8% | +1,981.0% | -931.2% | +204.6% |
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