+6,524.1%
AXP vs MDT
+8,676.3%
-2,152.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.1% |
| 7D | +0.6% | +5.4% | -4.9% | -1.9% |
| 30D | +5.8% | +19.1% | -13.2% | -2.6% |
| 3M | -6.0% | +19.5% | -25.5% | -13.8% |
| 6M | +0.3% | +33.5% | -33.2% | -13.2% |
| YTD | -12.3% | +8.7% | -20.9% | -16.8% |
| 1Y | -11.2% | +16.8% | -28.0% | -18.8% |
| 3Y | +117.0% | +53.0% | +64.1% | +72.8% |
| 5Y | +93.2% | -2.9% | +96.0% | +88.7% |
| 10Y | +461.2% | +61.4% | +399.7% | +345.2% |
| All | +6,524.1% | +8,676.3% | -2,152.2% | +1,262.6% |
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