-11.7%
AXP vs MTZ
-4.6%
-7.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.3% |
| 7D | -2.9% | +12.9% | -15.7% | -3.3% |
| 30D | +3.7% | -8.5% | +12.3% | +4.1% |
| 3M | -4.9% | -30.6% | +25.7% | -3.1% |
| 6M | +4.1% | -55.1% | +59.2% | +9.2% |
| YTD | -11.7% | -13.0% | +1.3% | -18.0% |
| 1Y | -11.7% | -4.3% | -7.5% | -21.3% |
| All | -11.7% | -4.6% | -7.2% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling