+733.1%
AXP vs MPC
+2,977.1%
-2,244.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +5.4% | -7.6% | -4.0% |
| 30D | -6.5% | +31.0% | -37.5% | -15.5% |
| 3M | +4.6% | +46.0% | -41.4% | -9.6% |
| 6M | +5.4% | +77.3% | -71.9% | -16.2% |
| YTD | -11.1% | +141.9% | -153.0% | -37.4% |
| 1Y | -0.3% | +120.9% | -121.2% | -27.7% |
| 3Y | +111.6% | +182.7% | -71.1% | +36.2% |
| 5Y | +117.6% | +646.4% | -528.9% | -5.8% |
| 10Y | +474.1% | +1,138.7% | -664.6% | +86.3% |
| All | +733.1% | +2,977.1% | -2,244.0% | +77.1% |
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