+177.9%
MRVL vs AXP
+117.6%
+60.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +7.0% | +6.6% |
| 7D | -28.1% | +0.6% | -28.7% | -28.5% |
| 30D | -50.4% | +5.8% | -56.2% | -52.6% |
| 3M | -32.9% | -6.0% | -26.9% | -30.7% |
| 6M | -17.9% | +0.3% | -18.2% | -20.2% |
| YTD | +66.4% | -12.3% | +78.7% | +79.1% |
| 1Y | +51.5% | -11.2% | +62.8% | +61.2% |
| 3Y | +177.9% | +117.0% | +60.9% | +54.1% |
| All | +177.9% | +117.6% | +60.3% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling