+120.2%
AXP vs MDT
+57.9%
+62.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.7% |
| 7D | -1.1% | +3.5% | -4.6% | -2.2% |
| 30D | +5.2% | +16.2% | -10.9% | +0.4% |
| 3M | -4.6% | +18.9% | -23.5% | -9.7% |
| 6M | +3.2% | +37.3% | -34.1% | -7.0% |
| YTD | -11.3% | +9.7% | -21.1% | -13.9% |
| 1Y | -11.0% | +15.2% | -26.2% | -15.4% |
| 3Y | +120.2% | +61.8% | +58.4% | +95.9% |
| All | +120.2% | +57.9% | +62.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling