+428.4%
AXP vs MTB
+122.1%
+306.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -0.6% | -0.7% | 0.0% | -0.2% |
| 30D | +5.0% | +1.4% | +3.5% | +4.0% |
| 3M | -4.2% | -11.6% | +7.3% | +3.9% |
| 6M | +2.9% | +5.4% | -2.4% | -1.0% |
| YTD | -11.6% | +11.7% | -23.3% | -18.2% |
| 1Y | -11.1% | +20.5% | -31.6% | -21.8% |
| 3Y | +116.7% | +104.5% | +12.2% | +32.9% |
| 5Y | +89.6% | +65.1% | +24.5% | +27.2% |
| 10Y | +428.4% | +119.5% | +308.9% | +165.6% |
| All | +428.4% | +122.1% | +306.3% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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