+6,610.0%
AXP vs MDT
+7,952.5%
-1,342.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.1% | +3.2% | -5.3% | -3.6% |
| 30D | -6.5% | +9.5% | -16.1% | -10.5% |
| 3M | +4.6% | +16.0% | -11.3% | -2.8% |
| 6M | +5.4% | +0.2% | +5.2% | +4.4% |
| YTD | -11.1% | -0.3% | -10.8% | -12.1% |
| 1Y | -0.3% | +4.7% | -5.0% | -3.8% |
| 3Y | +111.6% | +26.5% | +85.0% | +84.4% |
| 5Y | +117.6% | -18.2% | +135.8% | +130.6% |
| 10Y | +474.1% | +40.0% | +434.1% | +386.3% |
| All | +6,610.0% | +7,952.5% | -1,342.4% | +1,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling