+428.4%
AXP vs MTCH
+144.3%
+284.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -0.6% | +3.7% | -4.4% | -1.5% |
| 30D | +5.0% | -2.8% | +7.8% | +5.5% |
| 3M | -4.2% | +9.3% | -13.5% | -6.6% |
| 6M | +2.9% | +9.2% | -6.2% | +0.1% |
| YTD | -11.6% | +26.5% | -38.1% | -17.2% |
| 1Y | -11.1% | +22.6% | -33.7% | -16.1% |
| 3Y | +116.7% | +40.8% | +76.0% | +93.2% |
| 5Y | +89.6% | -72.9% | +162.5% | +134.3% |
| 10Y | +428.4% | +152.4% | +276.0% | +358.5% |
| All | +428.4% | +144.3% | +284.1% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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