+117.0%
AXP vs MTB
+95.2%
+21.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +5.8% | +0.5% | +5.3% | +5.5% |
| 3M | -6.0% | -12.4% | +6.4% | +3.0% |
| 6M | +0.3% | +1.5% | -1.2% | -1.2% |
| YTD | -12.3% | +10.3% | -22.6% | -18.3% |
| 1Y | -11.2% | +22.2% | -33.4% | -23.0% |
| 3Y | +117.0% | +96.9% | +20.1% | +54.5% |
| All | +117.0% | +95.2% | +21.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling