-6.7%
AXP vs MULL
+444.9%
-451.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.8% | +15.9% | +2.2% |
| 7D | +4.6% | -35.9% | +40.5% | +4.9% |
| 30D | +9.7% | -47.3% | +57.1% | +10.1% |
| 3M | -3.8% | -30.6% | +26.8% | -3.8% |
| 6M | +4.8% | +13.7% | -8.9% | +1.9% |
| YTD | -9.1% | +272.1% | -281.2% | -15.2% |
| 1Y | -6.7% | +475.1% | -481.8% | -14.2% |
| All | -6.7% | +444.9% | -451.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling