+22.6%
MCD vs AXP
+96.1%
-73.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +19.6% | +7.0% | +12.6% | +18.4% |
| 3M | +2.2% | -6.6% | +8.8% | +3.2% |
| 6M | -1.1% | +3.5% | -4.6% | -1.8% |
| YTD | -7.2% | -11.2% | +3.9% | -5.9% |
| 1Y | -6.7% | -10.2% | +3.5% | -5.6% |
| 3Y | +11.6% | +120.0% | -108.5% | -6.6% |
| 5Y | +22.6% | +95.6% | -72.9% | +5.9% |
| All | +22.6% | +96.1% | -73.5% | +5.9% |
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