+1,174.2%
MRVL vs AXP
+429.4%
+744.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -10.2% | -0.6% | -9.6% | -9.8% |
| 30D | -43.9% | +5.0% | -48.9% | -45.7% |
| 3M | -26.0% | -4.2% | -21.7% | -24.8% |
| 6M | -9.2% | +2.9% | -12.2% | -12.3% |
| YTD | +82.0% | -11.6% | +93.6% | +90.7% |
| 1Y | +65.9% | -11.1% | +77.0% | +73.4% |
| 3Y | +185.0% | +116.7% | +68.3% | +79.7% |
| 5Y | +121.5% | +89.6% | +31.8% | +51.1% |
| All | +1,174.2% | +429.4% | +744.7% | +447.9% |
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 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