+211.7%
MCD vs AXP
+449.9%
-238.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +7.1% | +0.6% | +6.5% | +7.0% |
| 30D | +19.8% | +5.8% | +13.9% | +17.9% |
| 3M | +0.8% | -6.0% | +6.8% | +2.6% |
| 6M | -1.3% | +0.3% | -1.6% | -1.7% |
| YTD | -7.8% | -12.3% | +4.5% | -5.0% |
| 1Y | -5.0% | -11.2% | +6.3% | -2.6% |
| 3Y | +10.5% | +117.0% | -106.5% | -17.3% |
| 5Y | +22.0% | +93.2% | -71.2% | -7.9% |
| All | +211.7% | +449.9% | -238.3% | +60.8% |
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