+119.7%
AXP vs MDB
-12.3%
+132.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +5.0% | -1.5% |
| 7D | +0.4% | -20.9% | +21.3% | +2.7% |
| 30D | +7.0% | -15.6% | +22.6% | +8.6% |
| 3M | -6.6% | -19.1% | +12.5% | -5.5% |
| 6M | +3.5% | +14.2% | -10.8% | -0.3% |
| YTD | -11.2% | -27.4% | +16.3% | -10.3% |
| 1Y | -10.2% | -13.0% | +2.9% | -11.6% |
| All | +119.7% | -12.3% | +132.0% | +102.6% |
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