+1,293.1%
MRVL vs AXP
+428.9%
+864.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.4% |
| 7D | +5.6% | -2.9% | +8.5% | +7.7% |
| 30D | -36.5% | +3.7% | -40.2% | -38.1% |
| 3M | -20.5% | -4.9% | -15.6% | -18.9% |
| 6M | -1.1% | +4.1% | -5.2% | -5.2% |
| YTD | +99.0% | -11.7% | +110.6% | +108.7% |
| 1Y | +89.3% | -11.7% | +101.0% | +98.8% |
| 3Y | +211.6% | +116.5% | +95.1% | +96.6% |
| 5Y | +134.1% | +89.5% | +44.5% | +59.7% |
| 10Y | +1,293.1% | +424.9% | +868.2% | +499.3% |
| All | +1,293.1% | +428.9% | +864.2% | +499.3% |
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