+254.6%
AXP vs MP
+240.8%
+13.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.8% | -1.6% |
| 7D | +0.4% | -19.0% | +19.4% | +2.7% |
| 30D | +7.0% | -30.5% | +37.5% | +11.2% |
| 3M | -6.6% | -29.6% | +23.0% | -3.4% |
| 6M | +3.5% | -50.4% | +53.9% | +10.5% |
| YTD | -11.2% | -33.2% | +22.0% | -9.3% |
| 1Y | -10.2% | -38.6% | +28.4% | -7.8% |
| 3Y | +120.0% | +105.5% | +14.6% | +76.9% |
| 5Y | +95.6% | -7.8% | +103.4% | +72.3% |
| All | +254.6% | +240.8% | +13.8% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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