+97.2%
MO vs AXON
+177.9%
-80.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.0% | -2.5% | +0.5% | -2.0% |
| 30D | -0.3% | -11.5% | +11.2% | -0.4% |
| 3M | -2.9% | +7.3% | -10.2% | -2.9% |
| 6M | +5.8% | -11.9% | +17.7% | +6.0% |
| YTD | +22.0% | -11.0% | +33.0% | +22.4% |
| 1Y | +10.7% | -31.8% | +42.4% | +11.1% |
| 3Y | +94.4% | +135.4% | -41.0% | +90.7% |
| 5Y | +97.2% | +176.9% | -79.7% | +85.9% |
| All | +97.2% | +177.9% | -80.8% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling