-12.3%
AXP vs MXL
+299.4%
-311.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.2% |
| 7D | -2.9% | +5.5% | -8.3% | -2.9% |
| 30D | +3.7% | -32.6% | +36.4% | +3.9% |
| 3M | -4.9% | -13.1% | +8.2% | -5.1% |
| 6M | +4.1% | -41.4% | +45.4% | +3.9% |
| YTD | -11.7% | +243.9% | -255.6% | -23.3% |
| All | -12.3% | +299.4% | -311.7% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling