+1,204.0%
MRVL vs AXP
+453.0%
+751.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +8.9% |
| 7D | -9.8% | -1.1% | -8.7% | -9.1% |
| 30D | -43.8% | +5.2% | -49.1% | -45.7% |
| 3M | -29.3% | -4.6% | -24.7% | -28.0% |
| 6M | -9.1% | +3.2% | -12.3% | -12.4% |
| YTD | +82.2% | -11.3% | +93.6% | +90.7% |
| 1Y | +70.3% | -11.0% | +81.3% | +78.0% |
| 3Y | +197.0% | +120.2% | +76.8% | +85.7% |
| 5Y | +115.8% | +91.7% | +24.0% | +46.5% |
| 10Y | +1,204.0% | +440.3% | +763.7% | +480.5% |
| All | +1,204.0% | +453.0% | +751.0% | +480.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling