+155.7%
MO vs AXON
+1,058.0%
-902.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.8% |
| 7D | +3.3% | +0.8% | +2.5% | +3.3% |
| 30D | +7.5% | -22.8% | +30.3% | +8.4% |
| 3M | +22.8% | -48.8% | +71.5% | +25.4% |
| 6M | +13.4% | -16.3% | +29.6% | +13.4% |
| YTD | +43.0% | -44.5% | +87.5% | +45.1% |
| 1Y | +45.2% | -43.4% | +88.6% | +47.2% |
| 3Y | +145.5% | +44.3% | +101.3% | +131.7% |
| 5Y | +157.1% | +85.1% | +72.0% | +135.9% |
| All | +155.7% | +1,058.0% | -902.3% | +111.6% |
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 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