-7.2%
MTZ vs JBL
+23.4%
-30.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +16.5% | +10.0% | +6.5% | +10.0% |
| 30D | -10.2% | -18.2% | +8.0% | +1.2% |
| 3M | -34.2% | -29.0% | -5.2% | -19.5% |
| 6M | -56.0% | -25.9% | -30.1% | -48.2% |
| YTD | -14.8% | +14.1% | -28.9% | -23.1% |
| 1Y | -7.2% | +21.7% | -28.9% | -18.8% |
| All | -7.2% | +23.4% | -30.7% | -18.8% |
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