+61.6%
MDT vs AXON
+1,278.1%
-1,216.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +3.5% | -28.7% | +32.3% | +6.8% |
| 30D | +16.2% | -28.3% | +44.5% | +19.8% |
| 3M | +18.9% | -46.9% | +65.8% | +25.9% |
| 6M | +37.3% | -24.9% | +62.2% | +39.6% |
| YTD | +9.7% | -46.6% | +56.4% | +14.7% |
| 1Y | +15.2% | -49.7% | +64.9% | +21.0% |
| 3Y | +61.8% | +40.6% | +21.2% | +45.3% |
| 5Y | -1.4% | +71.9% | -73.2% | -16.0% |
| 10Y | +61.6% | +1,180.9% | -1,119.3% | +12.2% |
| All | +61.6% | +1,278.1% | -1,216.5% | +12.2% |
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