+162.3%
JPM vs MTZ
+160.8%
+1.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.7% |
| 7D | -0.4% | +2.3% | -2.7% | -0.8% |
| 30D | -1.4% | -10.3% | +8.9% | 0.0% |
| 3M | +13.9% | -31.8% | +45.8% | +19.4% |
| 6M | +23.5% | -19.2% | +42.7% | +24.9% |
| YTD | +11.6% | +10.7% | +0.9% | +6.1% |
| 1Y | +21.4% | +37.5% | -16.2% | +10.3% |
| All | +162.3% | +160.8% | +1.5% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling