+21.4%
MDLZ vs AXON
+72.9%
-51.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | -27.4% | +29.6% | +2.3% |
| 30D | +10.1% | -28.5% | +38.6% | +10.3% |
| 3M | +9.1% | -49.3% | +58.4% | +9.4% |
| 6M | +10.0% | -25.0% | +35.0% | +10.0% |
| YTD | +26.8% | -46.7% | +73.6% | +27.4% |
| 1Y | +22.5% | -48.3% | +70.8% | +23.1% |
| 3Y | +5.3% | +38.8% | -33.5% | -1.7% |
| 5Y | +21.4% | +77.7% | -56.3% | +5.0% |
| All | +21.4% | +72.9% | -51.4% | +5.0% |
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 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