+111.2%
MO vs AXON
+1,811.1%
-1,699.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.3% |
| 7D | -2.4% | -3.3% | +0.9% | -2.3% |
| 30D | +3.6% | -17.8% | +21.4% | +4.2% |
| 3M | -3.7% | +8.3% | -12.0% | -4.2% |
| 6M | +4.5% | -12.4% | +16.9% | +4.6% |
| YTD | +21.5% | -13.7% | +35.2% | +21.6% |
| 1Y | +9.5% | -33.1% | +42.6% | +10.6% |
| 3Y | +93.6% | +128.2% | -34.6% | +80.7% |
| 5Y | +97.5% | +170.5% | -73.0% | +80.5% |
| 10Y | +111.2% | +1,846.0% | -1,734.8% | +80.1% |
| All | +111.2% | +1,811.1% | -1,699.9% | +80.1% |
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