-20.8%
MRVL vs AXP
+2.1%
-22.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -17.0% |
| 7D | -38.8% | +0.4% | -39.2% | -38.4% |
| 30D | -53.5% | +7.0% | -60.5% | -52.5% |
| 3M | -36.7% | -6.6% | -30.1% | -36.0% |
| 6M | -20.8% | +3.5% | -24.3% | -21.7% |
| All | -20.8% | +2.1% | -22.9% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling