+293.2%
AXP vs MDB
+912.7%
-619.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.1% | +6.8% | -7.0% | -1.0% |
| 30D | +4.4% | -6.2% | +10.6% | +5.0% |
| 3M | -6.4% | -29.2% | +22.8% | -3.2% |
| 6M | +4.2% | +10.3% | -6.1% | +0.7% |
| YTD | -12.4% | -20.4% | +8.0% | -12.5% |
| 1Y | -11.1% | -4.8% | -6.3% | -13.7% |
| 3Y | +114.9% | -11.6% | +126.4% | +100.3% |
| 5Y | +87.4% | -41.0% | +128.5% | +70.4% |
| All | +293.2% | +912.7% | -619.5% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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