+464.9%
AXP vs MTCH
+182.3%
+282.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | -4.3% | +10.4% | -14.8% | -6.7% |
| 3M | +4.7% | +21.0% | -16.3% | -0.3% |
| 6M | +9.0% | +36.6% | -27.6% | +0.6% |
| YTD | -11.1% | +29.7% | -40.8% | -17.0% |
| 1Y | +1.3% | +8.6% | -7.3% | -1.5% |
| 3Y | +114.5% | -2.7% | +117.2% | +107.9% |
| 5Y | +118.0% | -72.9% | +191.0% | +168.5% |
| 10Y | +464.9% | +185.0% | +279.9% | +345.6% |
| All | +464.9% | +182.3% | +282.6% | +345.6% |
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