+114.9%
AXP vs MTZ
+271.0%
-156.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -0.1% | +5.0% | -5.1% | -1.1% |
| 30D | +4.4% | -6.0% | +10.5% | +5.0% |
| 3M | -6.4% | -36.1% | +29.7% | +1.4% |
| 6M | +4.2% | -56.9% | +61.0% | +21.8% |
| YTD | -12.4% | -15.9% | +3.5% | -16.1% |
| 1Y | -11.1% | -3.8% | -7.3% | -18.3% |
| 3Y | +114.9% | +272.3% | -157.4% | +49.4% |
| All | +114.9% | +271.0% | -156.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling