+335.4%
AXP vs MGY
+176.7%
+158.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.1% | +4.5% | -4.6% | -1.6% |
| 30D | +4.4% | -0.4% | +4.9% | +4.1% |
| 3M | -6.4% | -4.3% | -2.1% | -5.9% |
| 6M | +4.2% | -12.9% | +17.0% | +6.9% |
| YTD | -12.4% | +15.2% | -27.6% | -18.9% |
| 1Y | -11.1% | +10.3% | -21.5% | -16.6% |
| 3Y | +114.9% | +23.6% | +91.2% | +90.6% |
| 5Y | +87.4% | +35.7% | +51.7% | +52.0% |
| All | +335.4% | +176.7% | +158.7% | +121.1% |
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