+6,463.6%
AXP vs MTZ
+2,368.0%
+4,095.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -2.1% | +16.5% | -18.6% | -4.5% |
| 30D | +2.7% | -10.2% | +12.9% | +3.7% |
| 3M | -7.3% | -34.2% | +26.9% | -2.2% |
| 6M | +1.8% | -56.0% | +57.7% | +12.8% |
| YTD | -13.1% | -14.8% | +1.8% | -13.2% |
| 1Y | -13.7% | -7.2% | -6.5% | -15.1% |
| 3Y | +113.1% | +275.8% | -162.7% | +67.9% |
| 5Y | +85.9% | +93.5% | -7.6% | +58.9% |
| 10Y | +416.7% | +432.7% | -16.0% | +276.4% |
| All | +6,463.6% | +2,368.0% | +4,095.6% | +3,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling