+117.0%
AXP vs MDY
+50.6%
+66.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.9% |
| 7D | +0.6% | -1.7% | +2.2% | +2.3% |
| 30D | +5.8% | -0.9% | +6.8% | +6.8% |
| 3M | -6.0% | -5.7% | -0.3% | -0.2% |
| 6M | +0.3% | -2.9% | +3.2% | +3.0% |
| YTD | -12.3% | +9.8% | -22.1% | -21.3% |
| 1Y | -11.2% | +13.5% | -24.7% | -23.2% |
| 3Y | +117.0% | +51.9% | +65.1% | +52.3% |
| All | +117.0% | +50.6% | +66.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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