+1,173.1%
MRVL vs AXP
+418.6%
+754.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.1% |
| 7D | +11.0% | -0.1% | +11.1% | +11.1% |
| 30D | -36.1% | +4.4% | -40.5% | -38.0% |
| 3M | -29.4% | -6.4% | -23.0% | -27.4% |
| 6M | -11.9% | +4.2% | -16.0% | -15.5% |
| YTD | +84.8% | -12.4% | +97.1% | +94.6% |
| 1Y | +79.4% | -11.1% | +90.5% | +87.5% |
| 3Y | +195.7% | +114.9% | +80.9% | +87.4% |
| 5Y | +117.2% | +87.4% | +29.8% | +49.1% |
| All | +1,173.1% | +418.6% | +754.5% | +453.4% |
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 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