+114.5%
AXP vs MRSH
-3.1%
+117.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.9% |
| 7D | +0.6% | -3.8% | +4.4% | +1.8% |
| 30D | -4.3% | -5.8% | +1.5% | -2.5% |
| 3M | +4.7% | +11.7% | -7.0% | +0.1% |
| 6M | +9.0% | -0.3% | +9.3% | +8.4% |
| YTD | -11.1% | -1.1% | -10.0% | -11.5% |
| 1Y | +1.3% | -9.5% | +10.7% | +4.6% |
| 3Y | +114.5% | -2.6% | +117.0% | +115.4% |
| All | +114.5% | -3.1% | +117.6% | +115.4% |
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