+15.2%
AXP vs MULL
+2,481.0%
-2,465.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +0.6% | +14.0% | -13.4% | -0.2% |
| 30D | -4.3% | +24.8% | -29.2% | -5.8% |
| 3M | +4.7% | -16.1% | +20.8% | +2.7% |
| 6M | +9.0% | +330.9% | -321.9% | -10.4% |
| YTD | -11.1% | +545.0% | -556.1% | -31.5% |
| 1Y | +1.3% | +2,427.1% | -2,425.8% | -37.3% |
| All | +15.2% | +2,481.0% | -2,465.9% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling