+822.0%
MU vs AXP
+96.1%
+725.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.7% |
| 6M | +2.6% | +3.5% | -0.9% | -1.3% |
| YTD | +130.1% | -11.2% | +141.3% | +142.7% |
| 1Y | +176.7% | -10.2% | +186.9% | +188.6% |
| 3Y | +813.1% | +120.0% | +693.0% | +418.6% |
| 5Y | +822.0% | +95.6% | +726.4% | +454.0% |
| All | +822.0% | +96.1% | +725.8% | +454.0% |
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