+5,492.0%
AXP vs MCO
+7,698.6%
-2,206.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -2.1% | -4.2% | +2.0% | 0.0% |
| 30D | -6.5% | +2.2% | -8.7% | -7.7% |
| 3M | +4.6% | +10.1% | -5.5% | -0.8% |
| 6M | +5.4% | +5.3% | +0.2% | +2.0% |
| YTD | -11.1% | -2.7% | -8.4% | -11.1% |
| 1Y | -0.3% | -0.4% | +0.1% | -1.8% |
| 3Y | +111.6% | +49.0% | +62.5% | +68.3% |
| 5Y | +117.6% | +33.6% | +83.9% | +80.2% |
| 10Y | +474.1% | +395.3% | +78.8% | +145.4% |
| All | +5,492.0% | +7,698.6% | -2,206.6% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling