+890.6%
AXP vs MXL
+174.0%
+716.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.0% | -12.2% | -2.9% |
| 7D | +0.6% | -27.1% | +27.7% | +4.6% |
| 30D | +5.8% | -54.2% | +60.0% | +17.1% |
| 3M | -6.0% | -29.9% | +23.9% | -4.0% |
| 6M | +0.3% | -39.5% | +39.8% | +0.3% |
| YTD | -12.3% | +182.2% | -194.4% | -38.3% |
| 1Y | -11.2% | +231.8% | -243.1% | -39.8% |
| 3Y | +117.0% | +195.9% | -78.9% | +34.8% |
| 5Y | +93.2% | -27.3% | +120.4% | +51.9% |
| 10Y | +461.2% | +159.9% | +301.2% | +199.1% |
| All | +890.6% | +174.0% | +716.6% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling