+111.1%
AXP vs MLM
+15.1%
+95.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -6.5% | -6.8% | +0.3% | -3.7% |
| 3M | +4.6% | -11.2% | +15.9% | +9.6% |
| 6M | +5.4% | -21.8% | +27.3% | +16.9% |
| YTD | -11.1% | -17.0% | +5.9% | -5.0% |
| 1Y | -0.3% | -16.4% | +16.1% | +6.1% |
| All | +111.1% | +15.1% | +95.9% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling