+14.5%
AXP vs MULL
+1,351.1%
-1,336.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +24.0% | -24.1% | -1.3% |
| 7D | -2.9% | -2.5% | -0.3% | -3.2% |
| 30D | +3.7% | -40.1% | +43.8% | +5.5% |
| 3M | -4.9% | -28.2% | +23.3% | -4.8% |
| 6M | +4.1% | -39.6% | +43.6% | +0.4% |
| YTD | -11.7% | +262.6% | -274.3% | -30.8% |
| 1Y | -11.7% | +366.2% | -377.9% | -33.7% |
| All | +14.5% | +1,351.1% | -1,336.7% | -37.7% |
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