+6,610.0%
AXP vs MTB
+8,294.1%
-1,684.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -3.3% |
| 30D | -6.5% | -4.2% | -2.4% | -3.8% |
| 3M | +4.6% | +8.9% | -4.2% | -1.5% |
| 6M | +5.4% | +10.9% | -5.4% | -2.2% |
| YTD | -11.1% | +21.5% | -32.6% | -22.4% |
| 1Y | -0.3% | +21.9% | -22.2% | -13.3% |
| 3Y | +111.6% | +109.2% | +2.3% | +25.0% |
| 5Y | +117.6% | +102.0% | +15.6% | +24.6% |
| 10Y | +474.1% | +171.9% | +302.2% | +151.4% |
| All | +6,610.0% | +8,294.1% | -1,684.1% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling