+469.1%
AXP vs MAR
+420.9%
+48.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | -4.2% | +2.0% | +0.4% |
| 30D | -6.5% | -6.7% | +0.1% | -2.5% |
| 3M | +4.6% | -12.5% | +17.1% | +12.7% |
| 6M | +5.4% | +0.6% | +4.9% | +3.6% |
| YTD | -11.1% | +9.1% | -20.2% | -17.2% |
| 1Y | -0.3% | +26.2% | -26.5% | -15.7% |
| 3Y | +111.6% | +68.2% | +43.4% | +48.3% |
| 5Y | +117.6% | +163.9% | -46.3% | +12.6% |
| All | +469.1% | +420.9% | +48.3% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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