+258.1%
MTZ vs JBL
+87.5%
+170.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.4% | +8.9% |
| 7D | -6.4% | -12.3% | +5.9% | +1.2% |
| 30D | -22.1% | -20.2% | -1.9% | -11.4% |
| 3M | -32.7% | -30.6% | -2.1% | -17.7% |
| 6M | -59.8% | -35.8% | -24.1% | -48.9% |
| YTD | -19.9% | +4.9% | -24.8% | -23.5% |
| 1Y | -11.5% | +11.3% | -22.8% | -18.3% |
| 3Y | +258.1% | +89.1% | +169.0% | +144.1% |
| All | +258.1% | +87.5% | +170.6% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling