+11.2%
MCD vs AXP
+120.3%
-109.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +19.6% | +7.0% | +12.6% | +18.9% |
| 3M | +2.2% | -6.6% | +8.8% | +2.7% |
| 6M | -1.1% | +3.5% | -4.6% | -1.4% |
| YTD | -7.2% | -11.2% | +3.9% | -6.6% |
| 1Y | -6.7% | -10.2% | +3.5% | -6.2% |
| All | +11.2% | +120.3% | -109.1% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling