-80.1%
MARA vs AXP
+429.4%
-509.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.8% |
| 7D | +2.5% | -0.6% | +3.1% | +3.2% |
| 30D | -23.9% | +5.0% | -28.9% | -27.2% |
| 3M | -23.2% | -4.2% | -19.0% | -21.0% |
| 6M | -43.3% | +2.9% | -46.2% | -45.4% |
| YTD | -18.3% | -11.6% | -6.7% | -11.1% |
| 1Y | -52.9% | -11.1% | -41.8% | -49.0% |
| 3Y | -23.6% | +116.7% | -140.3% | -58.5% |
| 5Y | -88.7% | +89.6% | -178.3% | -92.9% |
| All | -80.1% | +429.4% | -509.5% | -94.1% |
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