+3,773.6%
MU vs AXP
+456.7%
+3,316.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.2% | -16.0% |
| 7D | -29.7% | +0.4% | -30.1% | -29.9% |
| 30D | -37.2% | +7.0% | -44.2% | -40.0% |
| 3M | -26.5% | -6.6% | -19.9% | -23.8% |
| 6M | +2.6% | +3.5% | -0.9% | -1.3% |
| YTD | +130.1% | -11.2% | +141.3% | +141.8% |
| 1Y | +176.7% | -10.2% | +186.9% | +187.8% |
| 3Y | +813.1% | +120.0% | +693.0% | +431.1% |
| 5Y | +822.0% | +95.6% | +726.4% | +465.2% |
| All | +3,773.6% | +456.7% | +3,316.9% | +1,207.2% |
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