+1,001.3%
MRVL vs AXP
+927.7%
+73.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.2% |
| 7D | -38.8% | +0.4% | -39.2% | -39.0% |
| 30D | -53.5% | +7.0% | -60.5% | -55.3% |
| 3M | -36.7% | -6.6% | -30.1% | -34.9% |
| 6M | -20.8% | +3.5% | -24.3% | -23.5% |
| YTD | +57.4% | -11.2% | +68.6% | +63.8% |
| 1Y | +44.0% | -10.2% | +54.2% | +49.0% |
| 3Y | +162.2% | +120.0% | +42.2% | +68.9% |
| 5Y | +89.2% | +95.6% | -6.4% | +31.9% |
| 10Y | +1,042.7% | +468.1% | +574.6% | +312.7% |
| All | +1,001.3% | +927.7% | +73.6% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling