+424.9%
AXP vs MRSH
+263.4%
+161.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -1.9% |
| 30D | +3.7% | +17.5% | -13.8% | -8.4% |
| 3M | -4.9% | +9.1% | -14.0% | -11.3% |
| 6M | +4.1% | +29.9% | -25.9% | -16.3% |
| YTD | -11.7% | +14.3% | -26.0% | -22.6% |
| 1Y | -11.7% | +16.6% | -28.3% | -24.0% |
| 3Y | +116.5% | +9.1% | +107.4% | +90.8% |
| 5Y | +89.5% | +36.4% | +53.1% | +33.5% |
| 10Y | +424.9% | +262.7% | +162.2% | +74.0% |
| All | +424.9% | +263.4% | +161.5% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling