+0.3%
AXP vs MTCH
+9.3%
-9.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | -5.0% | +12.8% | -17.8% | -8.8% |
| 3M | +1.4% | +20.0% | -18.6% | -5.7% |
| 6M | +6.0% | +34.7% | -28.7% | -6.7% |
| YTD | -12.3% | +30.6% | -42.9% | -21.6% |
| 1Y | +0.3% | +10.9% | -10.7% | -5.0% |
| All | +0.3% | +9.3% | -9.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling