+6,588.2%
AXP vs MLM
+2,961.7%
+3,626.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.8% |
| 30D | -6.5% | -6.8% | +0.3% | -3.5% |
| 3M | +4.6% | -11.2% | +15.9% | +9.9% |
| 6M | +5.4% | -21.8% | +27.3% | +17.0% |
| YTD | -11.1% | -17.0% | +5.9% | -4.5% |
| 1Y | -0.3% | -16.4% | +16.1% | +6.7% |
| 3Y | +111.6% | +14.5% | +97.1% | +93.1% |
| 5Y | +117.6% | +41.7% | +75.8% | +77.5% |
| 10Y | +474.1% | +200.0% | +274.1% | +218.4% |
| All | +6,588.2% | +2,961.7% | +3,626.5% | +1,494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling