+467.1%
AXP vs MCO
+377.3%
+89.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.4% |
| 7D | -2.5% | -3.1% | +0.7% | -0.5% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | +1.4% | +5.7% | -4.3% | -2.7% |
| 6M | +6.0% | +3.0% | +3.0% | +3.1% |
| YTD | -12.3% | -6.5% | -5.8% | -10.1% |
| 1Y | +0.3% | -5.8% | +6.0% | +1.7% |
| 3Y | +111.7% | +43.1% | +68.5% | +60.6% |
| 5Y | +114.5% | +29.5% | +85.1% | +69.4% |
| 10Y | +467.1% | +388.8% | +78.2% | +106.9% |
| All | +467.1% | +377.3% | +89.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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