+903.4%
AXP vs MXL
+249.5%
+653.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -6.5% | -7.0% | +0.5% | -6.2% |
| 3M | +4.6% | -33.4% | +38.1% | +7.1% |
| 6M | +5.4% | +260.2% | -254.7% | -26.3% |
| YTD | -11.1% | +260.0% | -271.1% | -38.2% |
| 1Y | -0.3% | +303.5% | -303.8% | -33.0% |
| 3Y | +111.6% | +160.4% | -48.9% | +39.5% |
| 5Y | +117.6% | +14.7% | +102.9% | +61.1% |
| 10Y | +474.1% | +215.6% | +258.5% | +204.7% |
| All | +903.4% | +249.5% | +653.9% | +385.1% |
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