+11,024.8%
JPM vs MTZ
+3,182.4%
+7,842.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.0% |
| 30D | -1.1% | -9.6% | +8.5% | +0.3% |
| 3M | +14.1% | -31.9% | +46.1% | +20.1% |
| 6M | +23.3% | -13.8% | +37.1% | +24.3% |
| YTD | +11.3% | +13.3% | -2.0% | +6.9% |
| 1Y | +23.0% | +39.3% | -16.3% | +13.8% |
| 3Y | +162.6% | +168.3% | -5.8% | +112.1% |
| 5Y | +152.8% | +166.4% | -13.6% | +100.8% |
| 10Y | +583.6% | +739.9% | -156.3% | +339.3% |
| All | +11,024.8% | +3,182.4% | +7,842.4% | +5,119.0% |
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