+13.7%
AXP vs MULL
+968.6%
-954.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.1% | -10.3% | -1.7% |
| 7D | +0.6% | -42.7% | +43.3% | +2.8% |
| 30D | +5.8% | -63.8% | +69.6% | +10.4% |
| 3M | -6.0% | -49.0% | +43.0% | -4.2% |
| 6M | +0.3% | -38.2% | +38.5% | -4.7% |
| YTD | -12.3% | +167.0% | -179.3% | -30.1% |
| 1Y | -11.2% | +247.7% | -259.0% | -32.4% |
| All | +13.7% | +968.6% | -954.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling