+95.6%
AXP vs MLM
+30.6%
+64.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | +0.3% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | +7.0% | +7.9% | -0.9% | +2.8% |
| 3M | -6.6% | -4.5% | -2.1% | -4.7% |
| 6M | +3.5% | -12.6% | +16.1% | +9.8% |
| YTD | -11.2% | -14.9% | +3.7% | -5.3% |
| 1Y | -10.2% | -13.1% | +2.9% | -5.4% |
| 3Y | +120.0% | +21.2% | +98.8% | +87.9% |
| 5Y | +95.6% | +32.0% | +63.6% | +52.7% |
| All | +95.6% | +30.6% | +64.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling