+229.1%
MDT vs AXON
+101,343.3%
-101,114.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.5% |
| 7D | +3.2% | -14.2% | +17.4% | +4.4% |
| 30D | +9.5% | -15.4% | +24.9% | +10.7% |
| 3M | +16.0% | +0.5% | +15.5% | +15.3% |
| 6M | +0.2% | -9.5% | +9.7% | +0.1% |
| YTD | -0.3% | -9.2% | +8.9% | -0.7% |
| 1Y | +4.7% | -29.4% | +34.1% | +6.1% |
| 3Y | +26.5% | +139.4% | -112.9% | +13.6% |
| 5Y | -18.2% | +178.9% | -197.1% | -28.6% |
| 10Y | +40.0% | +1,840.8% | -1,800.8% | +1.0% |
| All | +229.1% | +101,343.3% | -101,114.2% | +90.6% |
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