+5,979.9%
MCD vs AXP
+6,658.5%
-678.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | -6.0% | -6.5% | +0.5% | -4.5% |
| 3M | -5.6% | +4.6% | -10.2% | -6.7% |
| 6M | -21.9% | +5.4% | -27.3% | -23.1% |
| YTD | -14.7% | -11.1% | -3.6% | -12.9% |
| 1Y | -17.3% | -0.3% | -17.0% | -18.0% |
| 3Y | -2.2% | +111.6% | -113.7% | -20.8% |
| 5Y | +20.3% | +117.6% | -97.3% | -5.3% |
| 10Y | +180.7% | +474.1% | -293.4% | +69.6% |
| All | +5,979.9% | +6,658.5% | -678.5% | +1,630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling