-11.1%
AXP vs MDB
-8.6%
-2.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +5.0% | -14.0% | +18.9% | +5.8% |
| 3M | -4.2% | -20.3% | +16.1% | -3.4% |
| 6M | +2.9% | +10.9% | -7.9% | +0.5% |
| YTD | -11.6% | -20.9% | +9.3% | -12.1% |
| 1Y | -11.1% | -11.2% | +0.1% | -12.0% |
| All | -11.1% | -8.6% | -2.5% | -12.0% |
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