+3.5%
AXP vs MPC
+48.4%
-44.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.6% |
| 7D | +0.4% | -12.8% | +13.1% | -0.9% |
| 30D | +7.0% | -12.7% | +19.8% | +5.7% |
| 3M | -6.6% | +27.1% | -33.7% | -3.6% |
| 6M | +3.5% | +45.8% | -42.3% | +9.8% |
| All | +3.5% | +48.4% | -44.9% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling