+467.1%
AXP vs MXL
+273.2%
+193.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -2.5% |
| 7D | -2.5% | +19.0% | -21.5% | -5.2% |
| 30D | -5.0% | +4.5% | -9.5% | -6.4% |
| 3M | +1.4% | -1.5% | +2.9% | -2.7% |
| 6M | +6.0% | +348.6% | -342.6% | -31.1% |
| YTD | -12.3% | +310.3% | -322.6% | -42.2% |
| 1Y | +0.3% | +344.7% | -344.4% | -36.0% |
| 3Y | +111.7% | +211.2% | -99.5% | +29.1% |
| 5Y | +114.5% | +34.8% | +79.7% | +51.5% |
| 10Y | +467.1% | +286.5% | +180.5% | +134.2% |
| All | +467.1% | +273.2% | +193.8% | +134.2% |
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