+114.9%
AXP vs MTCH
+47.1%
+67.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.1% | +6.7% | -6.8% | -1.9% |
| 30D | +4.4% | -1.8% | +6.3% | +4.7% |
| 3M | -6.4% | +12.2% | -18.6% | -9.7% |
| 6M | +4.2% | +16.6% | -12.5% | -1.0% |
| YTD | -12.4% | +31.8% | -44.2% | -19.8% |
| 1Y | -11.1% | +30.8% | -41.9% | -18.5% |
| 3Y | +114.9% | +49.6% | +65.2% | +81.3% |
| All | +114.9% | +47.1% | +67.8% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling