+120.2%
AXP vs MTCH
+37.1%
+83.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.1% | -6.6% | +5.5% | +0.6% |
| 30D | +5.2% | -4.4% | +9.6% | +6.2% |
| 3M | -4.6% | +6.0% | -10.6% | -6.5% |
| 6M | +3.2% | +7.4% | -4.2% | +0.4% |
| YTD | -11.3% | +24.5% | -35.8% | -17.6% |
| 1Y | -11.0% | +22.3% | -33.3% | -16.9% |
| 3Y | +120.2% | +42.4% | +77.8% | +88.1% |
| All | +120.2% | +37.1% | +83.0% | +88.1% |
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