+95.6%
AXP vs MOD
+720.4%
-624.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.0% |
| 7D | +0.4% | -34.2% | +34.5% | +7.5% |
| 30D | +7.0% | -51.9% | +58.9% | +21.1% |
| 3M | -6.6% | -53.0% | +46.4% | +5.6% |
| 6M | +3.5% | -66.4% | +69.8% | +22.6% |
| YTD | -11.2% | -31.5% | +20.4% | -11.6% |
| 1Y | -10.2% | -39.6% | +29.4% | -8.9% |
| 3Y | +120.0% | +116.8% | +3.2% | +48.6% |
| 5Y | +95.6% | +713.8% | -618.2% | -14.2% |
| All | +95.6% | +720.4% | -624.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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