-14.3%
MTZ vs JBL
+20.8%
-35.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.8% | -10.6% | -12.5% |
| 7D | -7.4% | -11.1% | +3.7% | -0.7% |
| 30D | -23.6% | -14.1% | -9.5% | -16.5% |
| 3M | -38.3% | -23.9% | -14.4% | -28.0% |
| 6M | -60.6% | -24.1% | -36.5% | -54.3% |
| YTD | -22.9% | +13.5% | -36.4% | -29.7% |
| 1Y | -14.3% | +23.7% | -38.0% | -25.0% |
| All | -14.3% | +20.8% | -35.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling