+0.3%
AXP vs MCO
-5.3%
+5.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -2.5% | -3.1% | +0.7% | -1.5% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | +1.4% | +5.7% | -4.3% | -0.3% |
| 6M | +6.0% | +3.0% | +3.0% | +4.7% |
| YTD | -12.3% | -6.5% | -5.8% | -10.4% |
| 1Y | +0.3% | -5.8% | +6.0% | -0.1% |
| All | +0.3% | -5.3% | +5.6% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling