+428.4%
AXP vs MTZ
+453.9%
-25.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +1.1% |
| 7D | -0.6% | -8.7% | +8.1% | +1.3% |
| 30D | +5.0% | -15.0% | +19.9% | +9.1% |
| 3M | -4.2% | -32.6% | +28.3% | +6.4% |
| 6M | +2.9% | -56.3% | +59.3% | +28.8% |
| YTD | -11.6% | -16.8% | +5.2% | -13.4% |
| 1Y | -11.1% | -10.0% | -1.0% | -15.5% |
| 3Y | +116.7% | +267.1% | -150.4% | +16.0% |
| 5Y | +89.6% | +89.9% | -0.2% | +23.2% |
| 10Y | +428.4% | +442.2% | -13.9% | +109.8% |
| All | +428.4% | +453.9% | -25.5% | +109.8% |
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