+3,971.9%
MU vs AXP
+449.9%
+3,522.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.9% |
| 7D | -22.0% | +0.6% | -22.6% | -22.3% |
| 30D | -36.6% | +5.8% | -42.4% | -39.0% |
| 3M | -21.7% | -6.0% | -15.7% | -19.2% |
| 6M | +3.5% | +0.3% | +3.2% | +1.6% |
| YTD | +141.9% | -12.3% | +154.2% | +156.0% |
| 1Y | +189.8% | -11.2% | +201.1% | +203.6% |
| 3Y | +855.4% | +117.0% | +738.3% | +460.3% |
| 5Y | +869.2% | +93.2% | +776.0% | +498.5% |
| All | +3,971.9% | +449.9% | +3,522.0% | +1,284.3% |
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