+407.0%
AXP vs MAR
+529.3%
-122.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.1% | +1.6% | -1.7% | -1.1% |
| 30D | +4.4% | +13.8% | -9.4% | -3.6% |
| 3M | -6.4% | +20.3% | -26.7% | -16.7% |
| 6M | +4.2% | +21.3% | -17.2% | -8.6% |
| YTD | -12.4% | +37.2% | -49.6% | -29.3% |
| 1Y | -11.1% | +48.4% | -59.6% | -31.9% |
| 3Y | +114.9% | +120.1% | -5.3% | +27.4% |
| 5Y | +87.4% | +182.1% | -94.7% | -7.1% |
| All | +407.0% | +529.3% | -122.3% | +65.3% |
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