+440.3%
AXP vs MAR
+540.7%
-100.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +5.2% | +14.0% | -8.8% | -2.9% |
| 3M | -4.6% | +18.1% | -22.7% | -14.0% |
| 6M | +3.2% | +18.6% | -15.4% | -8.1% |
| YTD | -11.3% | +35.3% | -46.6% | -27.8% |
| 1Y | -11.0% | +44.5% | -55.5% | -30.6% |
| 3Y | +120.2% | +120.7% | -0.5% | +30.4% |
| 5Y | +91.7% | +164.1% | -72.4% | -1.0% |
| 10Y | +440.3% | +515.5% | -75.1% | +74.7% |
| All | +440.3% | +540.7% | -100.4% | +74.7% |
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