+1,758.8%
MRVL vs AXP
+474.4%
+1,284.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.2% | +7.7% |
| 7D | +3.2% | -2.1% | +5.3% | +4.4% |
| 30D | +5.9% | -6.5% | +12.5% | +9.9% |
| 3M | -29.3% | +4.6% | -34.0% | -31.7% |
| 6M | +186.5% | +5.4% | +181.1% | +173.5% |
| YTD | +163.4% | -11.1% | +174.6% | +177.0% |
| 1Y | +249.5% | -0.3% | +249.8% | +241.3% |
| 3Y | +289.4% | +111.6% | +177.8% | +151.6% |
| 5Y | +270.2% | +117.6% | +152.7% | +140.2% |
| All | +1,758.8% | +474.4% | +1,284.4% | +718.3% |
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