+556.3%
MA vs AXP
+456.7%
+99.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +15.9% | +7.0% | +8.9% | +11.7% |
| 3M | +15.2% | -6.6% | +21.7% | +19.5% |
| 6M | +32.4% | +3.5% | +28.9% | +29.2% |
| YTD | +15.6% | -11.2% | +26.8% | +22.2% |
| 1Y | +19.3% | -10.2% | +29.5% | +25.1% |
| 3Y | +73.0% | +120.0% | -47.1% | +3.5% |
| 5Y | +93.7% | +95.6% | -1.8% | +20.8% |
| All | +556.3% | +456.7% | +99.6% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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