-0.3%
AXP vs MPC
+120.1%
-120.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | +5.4% | -7.6% | -2.2% |
| 30D | -6.5% | +31.0% | -37.5% | -7.1% |
| 3M | +4.6% | +46.0% | -41.4% | +3.7% |
| 6M | +5.4% | +77.3% | -71.9% | +1.5% |
| YTD | -11.1% | +141.9% | -153.0% | -19.3% |
| 1Y | -0.3% | +120.9% | -121.2% | -10.5% |
| All | -0.3% | +120.1% | -120.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling