+5.4%
MDLZ vs AXON
+31.7%
-26.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.8% | +0.6% |
| 7D | +0.1% | -28.7% | +28.8% | -0.8% |
| 30D | +10.0% | -28.3% | +38.3% | +9.1% |
| 3M | +7.1% | -46.9% | +54.0% | +5.3% |
| 6M | +9.8% | -24.9% | +34.7% | +9.6% |
| YTD | +26.6% | -46.6% | +73.3% | +25.4% |
| 1Y | +20.3% | -49.7% | +70.0% | +18.9% |
| 3Y | +5.4% | +40.6% | -35.2% | -4.7% |
| All | +5.4% | +31.7% | -26.3% | -4.7% |
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