+111.1%
AXP vs MDB
-5.3%
+116.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | -2.1% | -17.4% | +15.3% | -0.2% |
| 30D | -6.5% | -2.0% | -4.5% | -6.7% |
| 3M | +4.6% | -3.0% | +7.7% | +4.3% |
| 6M | +5.4% | +48.7% | -43.3% | -1.1% |
| YTD | -11.1% | -12.1% | +1.0% | -11.5% |
| 1Y | -0.3% | +14.5% | -14.8% | -4.4% |
| All | +111.1% | -5.3% | +116.4% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling