-74.9%
MARA vs AXP
+465.7%
-540.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +15.6% | +0.6% | +15.1% | +15.1% |
| 30D | +17.2% | -4.3% | +21.6% | +21.3% |
| 3M | -14.2% | +4.7% | -18.9% | -18.0% |
| 6M | +47.7% | +9.0% | +38.7% | +36.5% |
| YTD | +31.7% | -11.1% | +42.9% | +43.2% |
| 1Y | -22.2% | +1.3% | -23.5% | -24.7% |
| 3Y | +8.4% | +114.5% | -106.0% | -39.5% |
| 5Y | -68.3% | +118.0% | -186.3% | -81.6% |
| 10Y | -74.9% | +464.9% | -539.8% | -90.9% |
| All | -74.9% | +465.7% | -540.5% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling