+116.7%
AXP vs MRSH
+9.6%
+107.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.7% |
| 7D | -0.6% | +1.6% | -2.3% | -1.1% |
| 30D | +5.0% | +17.7% | -12.8% | -0.4% |
| 3M | -4.2% | +9.1% | -13.3% | -7.0% |
| 6M | +2.9% | +28.2% | -25.3% | -5.7% |
| YTD | -11.6% | +14.0% | -25.6% | -15.9% |
| 1Y | -11.1% | +18.7% | -29.8% | -16.9% |
| 3Y | +116.7% | +8.7% | +108.0% | +116.8% |
| All | +116.7% | +9.6% | +107.2% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling