+89.6%
AXP vs MTUM
+49.3%
+40.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.6% | -4.1% | +3.5% | +1.8% |
| 30D | +5.0% | -16.6% | +21.5% | +17.8% |
| 3M | -4.2% | -13.0% | +8.7% | +3.9% |
| 6M | +2.9% | -11.3% | +14.2% | +6.7% |
| YTD | -11.6% | +7.1% | -18.6% | -22.7% |
| 1Y | -11.1% | +6.4% | -17.5% | -21.9% |
| 3Y | +116.7% | +85.9% | +30.8% | +13.5% |
| 5Y | +89.6% | +50.0% | +39.6% | +19.7% |
| All | +89.6% | +49.3% | +40.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling