+116.5%
AXP vs MKC
-21.5%
+138.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.9% | -7.0% | +4.2% | -2.0% |
| 30D | +3.7% | +4.1% | -0.4% | +3.2% |
| 3M | -4.9% | -10.3% | +5.4% | -3.8% |
| 6M | +4.1% | +1.7% | +2.4% | +3.8% |
| YTD | -11.7% | -29.1% | +17.4% | -8.5% |
| 1Y | -11.7% | -26.0% | +14.3% | -9.5% |
| All | +116.5% | -21.5% | +138.0% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling