+424.9%
AXP vs MTB
+119.7%
+305.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | -4.9% | -12.1% | +7.2% | +3.6% |
| 6M | +4.1% | +7.3% | -3.2% | -1.1% |
| YTD | -11.7% | +11.5% | -23.2% | -18.2% |
| 1Y | -11.7% | +21.3% | -33.0% | -22.7% |
| 3Y | +116.5% | +104.1% | +12.4% | +32.9% |
| 5Y | +89.5% | +61.8% | +27.7% | +29.0% |
| 10Y | +424.9% | +115.4% | +309.5% | +164.7% |
| All | +424.9% | +119.7% | +305.2% | +164.7% |
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