+86.1%
AXP vs MTZ
+89.4%
-3.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -0.1% | +5.0% | -5.1% | -1.4% |
| 30D | +4.4% | -6.0% | +10.5% | +5.0% |
| 3M | -6.4% | -36.1% | +29.7% | +2.9% |
| 6M | +4.2% | -56.9% | +61.0% | +24.6% |
| YTD | -12.4% | -15.9% | +3.5% | -14.9% |
| 1Y | -11.1% | -3.8% | -7.3% | -17.3% |
| 3Y | +114.9% | +272.3% | -157.4% | +28.1% |
| All | +86.1% | +89.4% | -3.3% | +26.6% |
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 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