-51.3%
MARA vs AXP
+0.9%
-52.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.5% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -38.7% | +5.8% | -44.5% | -40.0% |
| 3M | -40.4% | -6.0% | -34.4% | -38.5% |
| 6M | -51.3% | +0.3% | -51.6% | -52.7% |
| All | -51.3% | +0.9% | -52.2% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling