+642.6%
AXP vs MUB
+77.6%
+565.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +0.4% | +0.9% | -0.5% | -0.2% |
| 30D | +7.0% | +3.8% | +3.3% | +4.4% |
| 3M | -6.6% | -0.7% | -5.9% | -6.2% |
| 6M | +3.5% | -0.8% | +4.2% | +4.0% |
| YTD | -11.2% | 0.0% | -11.1% | -11.1% |
| 1Y | -10.2% | +0.6% | -10.8% | -10.5% |
| 3Y | +120.0% | +11.4% | +108.7% | +104.6% |
| 5Y | +95.6% | +3.1% | +92.5% | +90.8% |
| 10Y | +468.1% | +20.2% | +447.9% | +428.1% |
| All | +642.6% | +77.6% | +565.0% | +461.8% |
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