+116.7%
AXP vs MTUM
+88.3%
+28.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | -4.1% | +3.5% | +1.3% |
| 30D | +5.0% | -16.6% | +21.5% | +15.1% |
| 3M | -4.2% | -13.0% | +8.7% | +2.2% |
| 6M | +2.9% | -11.3% | +14.2% | +5.4% |
| YTD | -11.6% | +7.1% | -18.6% | -22.4% |
| 1Y | -11.1% | +6.4% | -17.5% | -21.6% |
| 3Y | +116.7% | +85.9% | +30.8% | +36.8% |
| All | +116.7% | +88.3% | +28.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling