+340.4%
AXP vs MGY
+153.6%
+186.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.3% | +2.3% |
| 7D | -1.1% | -9.5% | +8.4% | +1.8% |
| 30D | +5.2% | -5.9% | +11.2% | +6.8% |
| 3M | -4.6% | -9.0% | +4.4% | -2.6% |
| 6M | +3.2% | -17.4% | +20.6% | +7.7% |
| YTD | -11.3% | +5.6% | -16.9% | -15.7% |
| 1Y | -11.0% | +6.0% | -17.0% | -15.6% |
| 3Y | +120.2% | +15.6% | +104.5% | +99.4% |
| 5Y | +91.7% | +20.2% | +71.5% | +61.5% |
| All | +340.4% | +153.6% | +186.9% | +129.8% |
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