-11.7%
AXP vs MRSH
+18.5%
-30.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | +3.7% | +17.5% | -13.8% | +0.4% |
| 3M | -4.9% | +9.1% | -14.0% | -6.8% |
| 6M | +4.1% | +29.9% | -25.9% | -1.8% |
| YTD | -11.7% | +14.3% | -26.0% | -14.6% |
| 1Y | -11.7% | +16.6% | -28.3% | -15.9% |
| All | -11.7% | +18.5% | -30.2% | -15.9% |
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