+211.3%
MCD vs AXP
+453.0%
-241.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.5% |
| 7D | +5.9% | -1.1% | +7.1% | +6.3% |
| 30D | +19.6% | +5.2% | +14.4% | +17.9% |
| 3M | +3.3% | -4.6% | +7.8% | +4.6% |
| 6M | +3.5% | +3.2% | +0.3% | +2.3% |
| YTD | -6.1% | -11.3% | +5.2% | -3.6% |
| 1Y | -3.7% | -11.0% | +7.3% | -1.3% |
| 3Y | +13.4% | +120.2% | -106.8% | -15.6% |
| 5Y | +25.2% | +91.7% | -66.6% | -5.1% |
| 10Y | +211.3% | +440.3% | -229.1% | +61.2% |
| All | +211.3% | +453.0% | -241.8% | +61.2% |
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