+5,477.5%
AXP vs MCO
+7,975.6%
-2,498.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.7% |
| 30D | +5.2% | +10.1% | -4.9% | +0.1% |
| 3M | -4.6% | +7.2% | -11.8% | -8.2% |
| 6M | +3.2% | +13.8% | -10.5% | -4.0% |
| YTD | -11.3% | +0.7% | -12.1% | -13.1% |
| 1Y | -11.0% | +5.6% | -16.7% | -14.9% |
| 3Y | +120.2% | +54.1% | +66.1% | +72.1% |
| 5Y | +91.7% | +36.0% | +55.8% | +57.5% |
| 10Y | +440.3% | +457.5% | -17.2% | +117.9% |
| All | +5,477.5% | +7,975.6% | -2,498.1% | +534.2% |
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