+61.8%
MDT vs AXON
+31.7%
+30.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.1% |
| 7D | +3.5% | -28.7% | +32.3% | +4.9% |
| 30D | +16.2% | -28.3% | +44.5% | +17.7% |
| 3M | +18.9% | -46.9% | +65.8% | +21.7% |
| 6M | +37.3% | -24.9% | +62.2% | +38.9% |
| YTD | +9.7% | -46.6% | +56.4% | +11.8% |
| 1Y | +15.2% | -49.7% | +64.9% | +17.5% |
| 3Y | +61.8% | +40.6% | +21.2% | +45.5% |
| All | +61.8% | +31.7% | +30.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling