+6,606.2%
AXP vs MTB
+7,592.0%
-985.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.8% |
| 7D | +0.4% | -1.9% | +2.3% | +1.8% |
| 30D | +7.0% | +0.5% | +6.6% | +6.7% |
| 3M | -6.6% | -12.2% | +5.6% | +2.0% |
| 6M | +3.5% | +3.4% | +0.1% | +0.8% |
| YTD | -11.2% | +11.3% | -22.5% | -17.7% |
| 1Y | -10.2% | +23.3% | -33.5% | -22.4% |
| 3Y | +120.0% | +96.8% | +23.3% | +36.3% |
| 5Y | +95.6% | +65.8% | +29.7% | +29.1% |
| 10Y | +468.1% | +140.0% | +328.1% | +171.2% |
| All | +6,606.2% | +7,592.0% | -985.8% | +342.9% |
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