+6,028.8%
MU vs AXP
+474.4%
+5,554.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.8% |
| 7D | +9.0% | -2.1% | +11.1% | +10.4% |
| 30D | +13.8% | -6.5% | +20.4% | +18.5% |
| 3M | +2.1% | +4.6% | -2.6% | -1.3% |
| 6M | +153.8% | +5.4% | +148.4% | +142.1% |
| YTD | +256.4% | -11.1% | +267.5% | +275.9% |
| 1Y | +719.8% | -0.3% | +720.1% | +695.0% |
| 3Y | +1,360.4% | +111.6% | +1,248.8% | +776.2% |
| 5Y | +1,312.4% | +117.6% | +1,194.8% | +711.9% |
| All | +6,028.8% | +474.4% | +5,554.4% | +2,093.3% |
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