+448.7%
AXP vs MKC
+25.9%
+422.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.4% |
| 7D | +0.6% | +2.3% | -1.8% | 0.0% |
| 30D | +5.8% | +8.1% | -2.3% | +3.6% |
| 3M | -6.0% | -6.4% | +0.4% | -4.6% |
| 6M | +0.3% | +1.8% | -1.5% | -0.7% |
| YTD | -12.3% | -26.9% | +14.6% | -5.9% |
| 1Y | -11.2% | -21.7% | +10.5% | -6.8% |
| 3Y | +117.0% | -18.7% | +135.8% | +121.5% |
| 5Y | +93.2% | -32.8% | +126.0% | +105.3% |
| All | +448.7% | +25.9% | +422.8% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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