-90.5%
MARA vs AXP
+553.8%
-644.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.6% |
| 7D | +6.0% | -2.1% | +8.1% | +7.9% |
| 30D | +0.6% | -6.5% | +7.2% | +5.9% |
| 3M | -18.5% | +4.6% | -23.2% | -21.7% |
| 6M | +21.7% | +5.4% | +16.3% | +16.5% |
| YTD | +25.9% | -11.1% | +37.1% | +36.2% |
| 1Y | -25.1% | -0.3% | -24.8% | -26.3% |
| 3Y | -5.7% | +111.6% | -117.3% | -44.1% |
| 5Y | -73.9% | +117.6% | -191.5% | -84.0% |
| 10Y | -75.6% | +474.1% | -549.7% | -91.3% |
| All | -90.5% | +553.8% | -644.3% | -96.4% |
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