+132.0%
MO vs AXP
+449.9%
-317.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +9.7% | +5.8% | +3.9% | +8.4% |
| 3M | +14.1% | -6.0% | +20.2% | +15.5% |
| 6M | +11.9% | +0.3% | +11.6% | +11.3% |
| YTD | +38.4% | -12.3% | +50.7% | +41.1% |
| 1Y | +41.9% | -11.2% | +53.1% | +44.2% |
| 3Y | +134.5% | +117.0% | +17.5% | +84.2% |
| 5Y | +147.3% | +93.2% | +54.1% | +95.2% |
| All | +132.0% | +449.9% | -317.9% | +68.2% |
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