-11.2%
AXP vs MDB
-13.6%
+2.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +0.6% | -11.4% | +12.0% | +1.3% |
| 30D | +5.8% | -13.8% | +19.7% | +6.7% |
| 3M | -6.0% | -15.5% | +9.4% | -5.8% |
| 6M | +0.3% | +17.9% | -17.6% | -2.9% |
| YTD | -12.3% | -25.5% | +13.2% | -12.4% |
| 1Y | -11.2% | -12.1% | +0.8% | -12.1% |
| All | -11.2% | -13.6% | +2.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling