+2,331.5%
JCI vs MTZ
+3,182.4%
-850.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.4% |
| 7D | +5.1% | +3.6% | +1.6% | +4.6% |
| 30D | -3.8% | -9.6% | +5.8% | -2.5% |
| 3M | +1.9% | -31.9% | +33.8% | +6.7% |
| 6M | +11.2% | -13.8% | +25.0% | +12.6% |
| YTD | +22.9% | +13.3% | +9.7% | +19.7% |
| 1Y | +37.4% | +39.3% | -1.9% | +29.7% |
| 3Y | +167.8% | +168.3% | -0.5% | +127.6% |
| 5Y | +115.0% | +166.4% | -51.4% | +80.8% |
| 10Y | +325.3% | +739.9% | -414.6% | +201.6% |
| All | +2,331.5% | +3,182.4% | -850.9% | +1,251.9% |
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 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