+643.0%
AXP vs MUB
+76.3%
+566.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -0.9% | -1.3% | -1.5% |
| 30D | -6.5% | -1.4% | -5.1% | -5.6% |
| 3M | +4.6% | -2.2% | +6.8% | +6.2% |
| 6M | +5.4% | -1.9% | +7.3% | +6.8% |
| YTD | -11.1% | -0.8% | -10.3% | -10.6% |
| 1Y | -0.3% | +2.7% | -3.0% | -2.0% |
| 3Y | +111.6% | +8.6% | +103.0% | +100.1% |
| 5Y | +117.6% | +2.0% | +115.5% | +113.7% |
| 10Y | +474.1% | +17.9% | +456.2% | +437.1% |
| All | +643.0% | +76.3% | +566.7% | +465.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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