+37.5%
MTZ vs JBL
+49.3%
-11.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +2.3% | +4.0% | -1.7% | -0.2% |
| 30D | -10.3% | -7.5% | -2.8% | -5.9% |
| 3M | -31.8% | -14.1% | -17.8% | -25.8% |
| 6M | -19.2% | +25.9% | -45.1% | -29.8% |
| YTD | +10.7% | +36.7% | -25.9% | -9.4% |
| 1Y | +37.5% | +49.0% | -11.5% | +6.3% |
| All | +37.5% | +49.3% | -11.7% | +6.3% |
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 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