+60.0%
MDT vs AXON
+1,048.6%
-988.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | -27.4% | +30.1% | +5.9% |
| 30D | +14.8% | -28.5% | +43.3% | +18.4% |
| 3M | +14.6% | -49.3% | +63.8% | +21.9% |
| 6M | +35.7% | -25.0% | +60.7% | +38.0% |
| YTD | +8.5% | -46.7% | +55.2% | +13.4% |
| 1Y | +13.3% | -48.3% | +61.5% | +18.7% |
| 3Y | +58.6% | +38.8% | +19.8% | +42.4% |
| 5Y | -2.6% | +77.7% | -80.3% | -17.6% |
| 10Y | +60.0% | +1,028.0% | -968.1% | +7.0% |
| All | +60.0% | +1,048.6% | -988.6% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling