+4,524.1%
MU vs AXP
+414.5%
+4,109.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | +21.6% | -2.1% | +23.8% | +23.3% |
| 30D | -16.2% | +2.7% | -18.9% | -17.7% |
| 3M | -12.4% | -7.3% | -5.1% | -8.7% |
| 6M | +4.2% | +1.8% | +2.4% | +1.4% |
| YTD | +180.0% | -13.1% | +193.0% | +198.1% |
| 1Y | +226.4% | -13.7% | +240.1% | +248.6% |
| 3Y | +969.7% | +113.1% | +856.6% | +533.8% |
| 5Y | +957.9% | +85.9% | +872.0% | +568.6% |
| All | +4,524.1% | +414.5% | +4,109.6% | +1,344.9% |
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 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