-10.9%
AXP vs MTZ
-8.2%
-2.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.6% | -7.6% | +0.7% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | +5.2% | -11.1% | +16.3% | +5.8% |
| 3M | -4.6% | -30.6% | +26.0% | -2.8% |
| 6M | +3.2% | -54.4% | +57.6% | +8.0% |
| YTD | -11.3% | -13.0% | +1.7% | -17.3% |
| All | -10.9% | -8.2% | -2.6% | -18.8% |
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 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