+39.1%
MDT vs AXON
+1,845.5%
-1,806.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +6.0% | -11.5% | +17.5% | +7.1% |
| 3M | +15.5% | +7.3% | +8.2% | +14.0% |
| 6M | +3.4% | -11.9% | +15.3% | +3.6% |
| YTD | -2.2% | -11.0% | +8.8% | -2.5% |
| 1Y | +2.6% | -31.8% | +34.3% | +4.8% |
| 3Y | +27.5% | +135.4% | -107.9% | +9.3% |
| 5Y | -20.1% | +176.9% | -196.9% | -34.6% |
| 10Y | +39.1% | +1,854.5% | -1,815.4% | -7.3% |
| All | +39.1% | +1,845.5% | -1,806.4% | -7.3% |
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