+398.0%
MTZ vs JBL
+1,148.2%
-750.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | 0.0% |
| 7D | +5.0% | +6.3% | -1.4% | +1.4% |
| 30D | -6.0% | -13.5% | +7.5% | +2.5% |
| 3M | -36.1% | -31.3% | -4.8% | -20.8% |
| 6M | -56.9% | -28.4% | -28.4% | -48.0% |
| YTD | -15.9% | +11.6% | -27.5% | -22.9% |
| 1Y | -3.8% | +26.1% | -30.0% | -18.1% |
| 3Y | +272.3% | +97.4% | +174.9% | +134.2% |
| 5Y | +91.1% | +301.0% | -209.9% | -26.4% |
| All | +398.0% | +1,148.2% | -750.2% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling