+23.4%
MCD vs AXP
+88.8%
-65.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -2.9% | +0.9% | -1.5% |
| 30D | +16.6% | +3.7% | +12.9% | +16.0% |
| 3M | +0.9% | -4.9% | +5.8% | +1.7% |
| 6M | +1.5% | +4.1% | -2.6% | +0.8% |
| YTD | -8.3% | -11.7% | +3.4% | -6.9% |
| 1Y | -8.1% | -11.7% | +3.6% | -6.8% |
| 3Y | +10.3% | +116.5% | -106.2% | -7.4% |
| 5Y | +23.4% | +89.5% | -66.1% | +7.8% |
| All | +23.4% | +88.8% | -65.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling