+335.7%
AXP vs MGY
+210.8%
+124.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.7% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | -5.0% | +6.8% | -11.9% | -7.2% |
| 3M | +1.4% | +2.6% | -1.3% | -0.4% |
| 6M | +6.0% | -3.1% | +9.1% | +5.2% |
| YTD | -12.3% | +29.4% | -41.7% | -21.2% |
| 1Y | +0.3% | +22.3% | -22.0% | -8.6% |
| 3Y | +111.7% | +26.6% | +85.1% | +87.2% |
| 5Y | +114.5% | +92.1% | +22.4% | +54.9% |
| All | +335.7% | +210.8% | +124.8% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling