+521.8%
MA vs AXP
+474.4%
+47.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -2.7% | -2.1% | -0.6% | -1.5% |
| 30D | +1.5% | -6.5% | +8.1% | +5.3% |
| 3M | +20.4% | +4.6% | +15.8% | +17.0% |
| 6M | +11.1% | +5.4% | +5.7% | +7.2% |
| YTD | +2.0% | -11.1% | +13.1% | +7.7% |
| 1Y | -2.2% | -0.3% | -1.8% | -3.5% |
| 3Y | +41.9% | +111.6% | -69.7% | -12.7% |
| 5Y | +75.4% | +117.6% | -42.2% | +3.0% |
| All | +521.8% | +474.4% | +47.4% | +137.6% |
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