+117.0%
AXP vs MDB
-28.4%
+145.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -2.1% | -17.4% | +15.3% | +0.3% |
| 30D | -6.5% | -2.0% | -4.5% | -6.7% |
| 3M | +4.6% | -3.0% | +7.7% | +4.2% |
| 6M | +5.4% | +48.7% | -43.3% | -2.3% |
| YTD | -11.1% | -12.1% | +1.0% | -11.7% |
| 1Y | -0.3% | +14.5% | -14.8% | -5.3% |
| 3Y | +111.6% | -6.1% | +117.7% | +95.0% |
| All | +117.0% | -28.4% | +145.4% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling