+440.3%
AXP vs MXL
+171.0%
+269.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.7% | -12.7% | -1.0% |
| 7D | -1.1% | -8.8% | +7.7% | -0.5% |
| 30D | +5.2% | -41.9% | +47.1% | +12.5% |
| 3M | -4.6% | -25.4% | +20.9% | -3.5% |
| 6M | +3.2% | -44.0% | +47.2% | +5.1% |
| YTD | -11.3% | +220.8% | -232.1% | -41.1% |
| 1Y | -11.0% | +278.8% | -289.8% | -43.3% |
| 3Y | +120.2% | +249.4% | -129.3% | +24.4% |
| 5Y | +91.7% | -17.3% | +109.1% | +47.7% |
| 10Y | +440.3% | +156.7% | +283.6% | +128.5% |
| All | +440.3% | +171.0% | +269.3% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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