+298.8%
AXP vs MDB
+1,017.4%
-718.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 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% | +4.2% |
| 6M | +5.4% | +48.7% | -43.3% | -1.7% |
| YTD | -11.1% | -12.1% | +1.0% | -11.7% |
| 1Y | -0.3% | +14.5% | -14.8% | -4.9% |
| 3Y | +111.6% | -6.1% | +117.7% | +96.8% |
| 5Y | +117.6% | -27.3% | +144.9% | +93.9% |
| All | +298.8% | +1,017.4% | -718.6% | +134.6% |
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 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