+189.8%
MU vs AXP
-11.2%
+201.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.2% | +6.1% |
| 7D | -12.0% | -1.1% | -10.9% | -11.8% |
| 30D | -28.7% | +5.2% | -34.0% | -29.1% |
| 3M | -16.4% | -4.6% | -11.9% | -15.6% |
| 6M | -1.8% | +3.2% | -5.0% | -2.1% |
| YTD | +157.1% | -11.3% | +168.4% | +163.9% |
| All | +189.8% | -11.2% | +201.0% | +197.2% |
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 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