-25.1%
MARA vs AXP
+1.4%
-26.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.8% |
| 7D | +6.0% | -2.1% | +8.1% | +7.4% |
| 30D | +0.6% | -6.5% | +7.2% | +4.7% |
| 3M | -18.5% | +4.6% | -23.2% | -21.3% |
| 6M | +21.7% | +5.4% | +16.3% | +16.9% |
| YTD | +25.9% | -11.1% | +37.1% | +32.6% |
| 1Y | -25.1% | -0.3% | -24.8% | -26.3% |
| All | -25.1% | +1.4% | -26.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling