+340.5%
JCI vs MTZ
+773.6%
-433.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.3% |
| 30D | -4.4% | -14.5% | +10.0% | +0.1% |
| 3M | +1.7% | -32.9% | +34.6% | +12.6% |
| 6M | +8.8% | -20.8% | +29.6% | +14.1% |
| YTD | +22.6% | +10.6% | +12.0% | +15.4% |
| 1Y | +36.2% | +27.1% | +9.1% | +22.1% |
| 3Y | +168.0% | +166.1% | +1.9% | +83.6% |
| 5Y | +113.5% | +170.7% | -57.2% | +39.7% |
| All | +340.5% | +773.6% | -433.1% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling