+465.4%
AXP vs MTZ
+697.0%
-231.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.8% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -6.5% | -11.1% | +4.5% | -3.4% |
| 3M | +4.6% | -36.7% | +41.4% | +18.2% |
| 6M | +5.4% | -21.9% | +27.4% | +9.5% |
| YTD | -11.1% | +9.1% | -20.2% | -18.6% |
| 1Y | -0.3% | +30.0% | -30.3% | -15.1% |
| 3Y | +111.6% | +138.5% | -26.9% | +37.2% |
| 5Y | +117.6% | +158.3% | -40.8% | +30.3% |
| All | +465.4% | +697.0% | -231.6% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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