+519.2%
MDLZ vs AXON
+61,473.8%
-60,954.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.2% | +17.0% | -0.2% |
| 7D | +1.7% | -26.8% | +28.5% | +3.3% |
| 30D | +11.2% | -22.9% | +34.1% | +12.6% |
| 3M | +6.1% | -40.1% | +46.2% | +8.8% |
| 6M | +8.6% | -18.9% | +27.4% | +8.9% |
| YTD | +25.8% | -44.9% | +70.7% | +28.5% |
| 1Y | +21.7% | -46.7% | +68.4% | +24.5% |
| 3Y | +5.8% | +44.3% | -38.5% | 0.0% |
| 5Y | +21.4% | +71.4% | -50.0% | +12.0% |
| 10Y | +97.2% | +1,324.0% | -1,226.8% | +55.2% |
| All | +519.2% | +61,473.8% | -60,954.6% | +288.9% |
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