+265.1%
MU vs AXP
-6.4%
+271.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.2% | -9.2% | -7.2% |
| 7D | -19.1% | +4.6% | -23.7% | -19.5% |
| 30D | -25.2% | +9.7% | -35.0% | -26.2% |
| 3M | -10.9% | -3.8% | -7.1% | -10.0% |
| 6M | +38.0% | +4.8% | +33.2% | +37.2% |
| YTD | +178.8% | -9.1% | +187.9% | +187.0% |
| 1Y | +265.1% | -6.7% | +271.8% | +270.4% |
| All | +265.1% | -6.4% | +271.5% | +270.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling