+808.8%
MU vs AXP
+120.3%
+688.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.2% | -16.1% |
| 7D | -29.7% | +0.4% | -30.1% | -29.9% |
| 30D | -37.2% | +7.0% | -44.2% | -39.9% |
| 3M | -26.5% | -6.6% | -19.9% | -23.6% |
| 6M | +2.6% | +3.5% | -0.9% | -1.3% |
| YTD | +130.1% | -11.2% | +141.3% | +144.3% |
| 1Y | +176.7% | -10.2% | +186.9% | +189.9% |
| All | +808.8% | +120.3% | +688.6% | +427.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling