-5.7%
MARA vs AXP
+110.9%
-116.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.2% |
| 7D | +6.0% | -2.1% | +8.1% | +8.8% |
| 30D | +0.6% | -6.5% | +7.2% | +8.7% |
| 3M | -18.5% | +4.6% | -23.2% | -24.0% |
| 6M | +21.7% | +5.4% | +16.3% | +12.4% |
| YTD | +25.9% | -11.1% | +37.1% | +41.3% |
| 1Y | -25.1% | -0.3% | -24.8% | -29.6% |
| All | -5.7% | +110.9% | -116.7% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling