-94.0%
MARA vs AXP
+539.5%
-633.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -4.8% |
| 7D | +22.4% | -2.1% | +24.6% | +24.5% |
| 30D | -21.0% | +2.7% | -23.6% | -22.6% |
| 3M | -25.3% | -7.3% | -18.0% | -21.3% |
| 6M | -43.4% | +1.8% | -45.2% | -44.7% |
| YTD | -19.8% | -13.1% | -6.8% | -12.0% |
| 1Y | -50.0% | -13.7% | -36.3% | -44.8% |
| 3Y | -25.1% | +113.1% | -138.2% | -56.0% |
| 5Y | -90.5% | +85.9% | -176.5% | -93.6% |
| 10Y | -80.4% | +416.7% | -497.1% | -92.6% |
| All | -94.0% | +539.5% | -633.5% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling