+4,798.6%
AXP vs MDY
+2,662.7%
+2,135.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -2.1% | +0.1% | -2.3% | -2.3% |
| 30D | -6.5% | -1.5% | -5.1% | -5.0% |
| 3M | +4.6% | +0.8% | +3.9% | +3.6% |
| 6M | +5.4% | +7.4% | -2.0% | -3.3% |
| YTD | -11.1% | +15.2% | -26.3% | -24.6% |
| 1Y | -0.3% | +16.5% | -16.8% | -16.5% |
| 3Y | +111.6% | +46.8% | +64.8% | +37.0% |
| 5Y | +117.6% | +46.0% | +71.5% | +42.0% |
| 10Y | +474.1% | +172.1% | +302.1% | +91.0% |
| All | +4,798.6% | +2,662.7% | +2,135.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling