+307.9%
AXP vs MDB
+895.1%
-587.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | +4.6% | -16.5% | +21.1% | +6.9% |
| 30D | +9.7% | -8.6% | +18.3% | +10.7% |
| 3M | -3.8% | -13.6% | +9.8% | -3.1% |
| 6M | +4.8% | +24.1% | -19.3% | -0.4% |
| YTD | -9.1% | -21.8% | +12.7% | -9.0% |
| 1Y | -6.7% | -7.7% | +1.0% | -9.0% |
| 3Y | +125.2% | -4.3% | +129.5% | +107.5% |
| 5Y | +105.0% | -38.6% | +143.6% | +85.6% |
| All | +307.9% | +895.1% | -587.2% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling