+467.1%
AXP vs MTUM
+349.9%
+117.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -2.5% | +4.1% | -6.6% | -5.7% |
| 30D | -5.0% | +0.6% | -5.7% | -5.8% |
| 3M | +1.4% | -0.6% | +2.0% | -0.4% |
| 6M | +6.0% | +25.3% | -19.3% | -16.5% |
| YTD | -12.3% | +23.8% | -36.1% | -30.3% |
| 1Y | +0.3% | +25.4% | -25.1% | -21.5% |
| 3Y | +111.7% | +117.3% | -5.6% | -0.1% |
| 5Y | +114.5% | +79.7% | +34.9% | +20.0% |
| 10Y | +467.1% | +359.6% | +107.5% | +41.8% |
| All | +467.1% | +349.9% | +117.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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