+118.1%
AXP vs MGY
+88.4%
+29.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.1% | +2.1% | -4.2% | -2.7% |
| 30D | -6.5% | +13.8% | -20.3% | -9.8% |
| 3M | +4.6% | -4.3% | +8.9% | +5.2% |
| 6M | +5.4% | -5.1% | +10.5% | +5.4% |
| YTD | -11.1% | +24.8% | -35.9% | -18.5% |
| 1Y | -0.3% | +11.8% | -12.1% | -5.8% |
| 3Y | +111.6% | +23.5% | +88.1% | +91.3% |
| All | +118.1% | +88.4% | +29.6% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling