+117.0%
AXP vs MTZ
+237.5%
-120.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -3.0% |
| 7D | +0.6% | -6.4% | +7.0% | +1.3% |
| 30D | +5.8% | -22.1% | +27.9% | +10.4% |
| 3M | -6.0% | -32.7% | +26.7% | +0.5% |
| 6M | +0.3% | -59.8% | +60.1% | +19.0% |
| YTD | -12.3% | -19.9% | +7.6% | -15.1% |
| 1Y | -11.2% | -11.5% | +0.2% | -16.8% |
| 3Y | +117.0% | +258.1% | -141.1% | +52.6% |
| All | +117.0% | +237.5% | -120.4% | +52.6% |
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 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