+448.7%
AXP vs MPC
+1,096.9%
-648.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +0.6% | -16.2% | +16.8% | +7.7% |
| 30D | +5.8% | -15.7% | +21.5% | +12.6% |
| 3M | -6.0% | +24.9% | -30.9% | -15.7% |
| 6M | +0.3% | +52.7% | -52.4% | -18.2% |
| YTD | -12.3% | +131.9% | -144.1% | -41.4% |
| 1Y | -11.2% | +96.6% | -107.9% | -36.4% |
| 3Y | +117.0% | +163.8% | -46.8% | +31.8% |
| 5Y | +93.2% | +533.1% | -440.0% | -25.1% |
| All | +448.7% | +1,096.9% | -648.2% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling