+166.4%
MTZ vs JBL
+405.9%
-239.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +3.6% | +4.4% | -0.9% | +1.1% |
| 30D | -9.6% | -8.4% | -1.2% | -5.3% |
| 3M | -31.9% | -14.2% | -17.8% | -26.1% |
| 6M | -13.8% | +29.6% | -43.4% | -25.2% |
| YTD | +13.3% | +37.1% | -23.8% | -5.1% |
| 1Y | +39.3% | +49.5% | -10.2% | +11.0% |
| 3Y | +168.3% | +192.7% | -24.3% | +47.9% |
| 5Y | +166.4% | +411.3% | -244.9% | +3.8% |
| All | +166.4% | +405.9% | -239.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling