+6,610.0%
AXP vs MKC
+3,376.8%
+3,233.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.8% |
| 7D | -2.1% | -5.9% | +3.8% | -0.2% |
| 30D | -6.5% | -0.9% | -5.7% | -6.3% |
| 3M | +4.6% | +12.7% | -8.1% | +0.3% |
| 6M | +5.4% | -19.3% | +24.7% | +11.9% |
| YTD | -11.1% | -22.2% | +11.0% | -5.2% |
| 1Y | -0.3% | -23.3% | +23.0% | +6.6% |
| 3Y | +111.6% | -30.0% | +141.6% | +129.4% |
| 5Y | +117.6% | -33.8% | +151.3% | +136.4% |
| 10Y | +474.1% | +24.4% | +449.7% | +388.2% |
| All | +6,610.0% | +3,376.8% | +3,233.3% | +2,195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling