+411.0%
AXP vs MXL
+181.5%
+229.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -1.8% |
| 7D | -2.9% | +5.5% | -8.3% | -4.3% |
| 30D | +3.7% | -32.6% | +36.4% | +8.4% |
| 3M | -4.9% | -13.1% | +8.2% | -6.1% |
| 6M | +4.1% | -41.4% | +45.4% | +5.2% |
| YTD | -11.7% | +243.9% | -255.6% | -42.0% |
| 1Y | -11.7% | +305.1% | -316.8% | -44.4% |
| 3Y | +116.5% | +260.1% | -143.6% | +22.0% |
| 5Y | +89.5% | -12.1% | +101.6% | +44.6% |
| All | +411.0% | +181.5% | +229.5% | +110.2% |
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