-94.7%
MARA vs AXP
+545.4%
-640.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +9.0% |
| 7D | -6.2% | +0.6% | -6.8% | -6.8% |
| 30D | -38.7% | +5.8% | -44.5% | -41.5% |
| 3M | -40.4% | -6.0% | -34.4% | -37.8% |
| 6M | -51.3% | +0.3% | -51.6% | -51.9% |
| YTD | -29.3% | -12.3% | -17.0% | -23.0% |
| 1Y | -60.2% | -11.2% | -49.0% | -57.1% |
| 3Y | -31.3% | +117.0% | -148.3% | -60.2% |
| 5Y | -90.1% | +93.2% | -183.2% | -93.5% |
| 10Y | -81.2% | +461.2% | -542.4% | -93.2% |
| All | -94.7% | +545.4% | -640.1% | -97.9% |
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