-3.9%
MCD vs AXP
-6.4%
+2.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.4% | +6.2% |
| 7D | +11.9% | +4.6% | +7.3% | +11.2% |
| 30D | +20.2% | +9.7% | +10.5% | +18.9% |
| 3M | +5.2% | -3.8% | +8.9% | +5.1% |
| 6M | 0.0% | +4.8% | -4.8% | -0.5% |
| YTD | -6.5% | -9.1% | +2.6% | -6.1% |
| 1Y | -3.9% | -6.7% | +2.8% | -4.7% |
| All | -3.9% | -6.4% | +2.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling