+117.0%
AXP vs MTZ
+158.3%
-41.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -6.5% | -11.1% | +4.5% | -4.1% |
| 3M | +4.6% | -36.7% | +41.4% | +15.2% |
| 6M | +5.4% | -21.9% | +27.4% | +8.3% |
| YTD | -11.1% | +9.1% | -20.2% | -18.0% |
| 1Y | -0.3% | +30.0% | -30.3% | -13.5% |
| 3Y | +111.6% | +138.5% | -26.9% | +50.0% |
| All | +117.0% | +158.3% | -41.3% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling