+911.7%
MU vs AXP
+91.8%
+819.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -15.2% | -0.6% | -14.6% | -14.7% |
| 30D | -29.5% | +5.0% | -34.5% | -31.7% |
| 3M | -15.8% | -4.2% | -11.5% | -14.0% |
| 6M | -2.9% | +2.9% | -5.8% | -6.2% |
| YTD | +154.2% | -11.6% | +165.8% | +168.9% |
| 1Y | +186.6% | -11.1% | +197.7% | +201.0% |
| 3Y | +871.5% | +116.7% | +754.8% | +456.9% |
| 5Y | +911.7% | +89.6% | +822.1% | +517.8% |
| All | +911.7% | +91.8% | +819.9% | +517.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling