+197.0%
MRVL vs AXP
+118.3%
+78.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +8.8% |
| 7D | -9.8% | -1.1% | -8.7% | -9.0% |
| 30D | -43.8% | +5.2% | -49.1% | -46.0% |
| 3M | -29.3% | -4.6% | -24.7% | -27.7% |
| 6M | -9.1% | +3.2% | -12.3% | -13.4% |
| YTD | +82.2% | -11.3% | +93.6% | +94.8% |
| 1Y | +70.3% | -11.0% | +81.3% | +81.4% |
| 3Y | +197.0% | +120.2% | +76.8% | +62.5% |
| All | +197.0% | +118.3% | +78.7% | +62.5% |
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