+6,575.0%
AXP vs MRSH
+3,857.3%
+2,717.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.1% |
| 7D | -0.6% | +1.6% | -2.3% | -1.7% |
| 30D | +5.0% | +17.7% | -12.8% | -5.9% |
| 3M | -4.2% | +9.1% | -13.3% | -9.9% |
| 6M | +2.9% | +28.2% | -25.3% | -13.8% |
| YTD | -11.6% | +14.0% | -25.6% | -21.0% |
| 1Y | -11.1% | +18.7% | -29.8% | -22.7% |
| 3Y | +116.7% | +8.7% | +108.0% | +96.2% |
| 5Y | +89.6% | +35.8% | +53.8% | +47.3% |
| 10Y | +428.4% | +261.6% | +166.8% | +120.1% |
| All | +6,575.0% | +3,857.3% | +2,717.8% | +589.2% |
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