+213.4%
MCD vs AXP
+456.7%
-243.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +19.6% | +7.0% | +12.6% | +17.4% |
| 3M | +2.2% | -6.6% | +8.8% | +4.2% |
| 6M | -1.1% | +3.5% | -4.6% | -2.4% |
| YTD | -7.2% | -11.2% | +3.9% | -4.8% |
| 1Y | -6.7% | -10.2% | +3.5% | -4.7% |
| 3Y | +11.6% | +120.0% | -108.5% | -16.9% |
| 5Y | +22.6% | +95.6% | -72.9% | -7.7% |
| All | +213.4% | +456.7% | -243.4% | +61.1% |
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