+13.6%
AXP vs MULL
+1,230.7%
-1,217.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.0% |
| 7D | -0.1% | +24.5% | -24.7% | -1.3% |
| 30D | +4.4% | -35.5% | +40.0% | +5.8% |
| 3M | -6.4% | -44.8% | +38.4% | -5.0% |
| 6M | +4.2% | -45.5% | +49.6% | +1.1% |
| YTD | -12.4% | +232.5% | -244.9% | -31.0% |
| 1Y | -11.1% | +343.3% | -354.4% | -33.2% |
| All | +13.6% | +1,230.7% | -1,217.1% | -37.9% |
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