+448.7%
AXP vs MLM
+185.4%
+263.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | +0.6% | -4.1% | +4.7% | +2.9% |
| 30D | +5.8% | +8.2% | -2.3% | +1.3% |
| 3M | -6.0% | -3.6% | -2.4% | -4.5% |
| 6M | +0.3% | -15.6% | +15.9% | +8.6% |
| YTD | -12.3% | -16.4% | +4.2% | -5.3% |
| 1Y | -11.2% | -14.3% | +3.1% | -5.5% |
| 3Y | +117.0% | +19.3% | +97.7% | +88.8% |
| 5Y | +93.2% | +29.6% | +63.6% | +56.6% |
| All | +448.7% | +185.4% | +263.3% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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