+341.6%
AXP vs MGY
+199.8%
+141.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -2.1% | +2.1% | -4.2% | -2.8% |
| 30D | -6.5% | +13.8% | -20.3% | -10.5% |
| 3M | +4.6% | -4.3% | +8.9% | +5.1% |
| 6M | +5.4% | -5.1% | +10.5% | +5.3% |
| YTD | -11.1% | +24.8% | -35.9% | -19.3% |
| 1Y | -0.3% | +11.8% | -12.1% | -6.5% |
| 3Y | +111.6% | +23.5% | +88.1% | +88.6% |
| 5Y | +117.6% | +87.5% | +30.1% | +58.2% |
| All | +341.6% | +199.8% | +141.8% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling