+6,463.6%
AXP vs MRSH
+3,833.4%
+2,630.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.0% |
| 30D | +2.7% | +16.2% | -13.5% | -7.2% |
| 3M | -7.3% | +9.5% | -16.8% | -13.0% |
| 6M | +1.8% | +27.3% | -25.6% | -14.4% |
| YTD | -13.1% | +13.3% | -26.4% | -22.0% |
| 1Y | -13.7% | +15.0% | -28.7% | -23.4% |
| 3Y | +113.1% | +8.1% | +105.0% | +93.7% |
| 5Y | +85.9% | +33.7% | +52.2% | +45.9% |
| 10Y | +416.7% | +259.5% | +157.2% | +116.0% |
| All | +6,463.6% | +3,833.4% | +2,630.2% | +580.4% |
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 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