+154.6%
JPM vs MTZ
+156.0%
-1.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | -2.3% | -14.8% | +12.5% | +0.4% |
| 3M | +14.9% | -30.8% | +45.7% | +21.1% |
| 6M | +23.6% | -22.6% | +46.3% | +26.6% |
| YTD | +11.3% | +6.8% | +4.5% | +6.0% |
| 1Y | +19.9% | +22.1% | -2.2% | +10.4% |
| 3Y | +162.6% | +153.1% | +9.5% | +103.9% |
| 5Y | +154.6% | +161.4% | -6.8% | +82.4% |
| All | +154.6% | +156.0% | -1.4% | +82.4% |
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