+6,610.0%
AXP vs MRSH
+3,431.3%
+3,178.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.2% |
| 7D | -2.1% | -3.6% | +1.5% | +0.3% |
| 30D | -6.5% | -3.0% | -3.5% | -4.7% |
| 3M | +4.6% | +15.8% | -11.2% | -6.0% |
| 6M | +5.4% | +1.6% | +3.8% | +2.5% |
| YTD | -11.1% | +1.7% | -12.8% | -14.2% |
| 1Y | -0.3% | -8.0% | +7.7% | +2.4% |
| 3Y | +111.6% | -0.3% | +111.8% | +103.2% |
| 5Y | +117.6% | +25.9% | +91.7% | +77.9% |
| 10Y | +474.1% | +222.0% | +252.2% | +158.5% |
| All | +6,610.0% | +3,431.3% | +3,178.7% | +648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling