-6.7%
AXP vs MRSH
+20.0%
-26.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.5% |
| 7D | +4.6% | +9.4% | -4.8% | +2.7% |
| 30D | +9.7% | +23.4% | -13.7% | +5.3% |
| 3M | -3.8% | +9.9% | -13.7% | -5.9% |
| 6M | +4.8% | +26.0% | -21.2% | -0.5% |
| YTD | -9.1% | +15.2% | -24.3% | -12.4% |
| 1Y | -6.7% | +18.4% | -25.1% | -11.2% |
| All | -6.7% | +20.0% | -26.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling