+114.9%
AXP vs MXL
+237.7%
-122.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.1% |
| 7D | -0.1% | +13.4% | -13.5% | -1.0% |
| 30D | +4.4% | -29.2% | +33.7% | +6.1% |
| 3M | -6.4% | -27.2% | +20.8% | -5.8% |
| 6M | +4.2% | -36.4% | +40.6% | +4.0% |
| YTD | -12.4% | +220.0% | -232.4% | -29.9% |
| 1Y | -11.1% | +304.8% | -315.9% | -31.5% |
| 3Y | +114.9% | +238.5% | -123.6% | +47.5% |
| All | +114.9% | +237.7% | -122.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling