+424.9%
AXP vs MTZ
+465.6%
-40.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.6% |
| 7D | -2.9% | +12.9% | -15.7% | -6.9% |
| 30D | +3.7% | -8.5% | +12.3% | +5.3% |
| 3M | -4.9% | -30.6% | +25.7% | +4.7% |
| 6M | +4.1% | -55.1% | +59.2% | +29.1% |
| YTD | -11.7% | -13.0% | +1.3% | -14.7% |
| 1Y | -11.7% | -4.3% | -7.5% | -17.8% |
| 3Y | +116.5% | +284.0% | -167.6% | +14.1% |
| 5Y | +89.5% | +97.7% | -8.2% | +21.5% |
| 10Y | +424.9% | +444.4% | -19.5% | +106.6% |
| All | +424.9% | +465.6% | -40.7% | +106.6% |
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