-6.7%
AXP vs MDT
+20.2%
-26.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +1.0% |
| 7D | +4.6% | +10.7% | -6.1% | +2.7% |
| 30D | +9.7% | +19.3% | -9.6% | +6.4% |
| 3M | -3.8% | +22.8% | -26.5% | -6.9% |
| 6M | +4.8% | +36.4% | -31.6% | +0.3% |
| YTD | -9.1% | +12.1% | -21.1% | -12.5% |
| 1Y | -6.7% | +19.9% | -26.6% | -12.0% |
| All | -6.7% | +20.2% | -26.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling