+732.6%
AXP vs MPC
+2,885.5%
-2,152.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.9% |
| 7D | +0.4% | -12.8% | +13.1% | +5.0% |
| 30D | +7.0% | -12.7% | +19.8% | +11.6% |
| 3M | -6.6% | +27.1% | -33.7% | -15.5% |
| 6M | +3.5% | +45.8% | -42.3% | -11.8% |
| YTD | -11.2% | +134.7% | -145.9% | -37.4% |
| 1Y | -10.2% | +106.0% | -116.2% | -33.7% |
| 3Y | +120.0% | +165.5% | -45.4% | +43.9% |
| 5Y | +95.6% | +540.9% | -445.3% | -11.1% |
| 10Y | +468.1% | +1,133.6% | -665.5% | +83.6% |
| All | +732.6% | +2,885.5% | -2,152.9% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling