-21.9%
MTZ vs JBL
+20.7%
-42.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.1% |
| 7D | -1.6% | +3.0% | -4.6% | -3.7% |
| 30D | -11.1% | -8.3% | -2.8% | -5.9% |
| 3M | -36.7% | -16.9% | -19.8% | -29.8% |
| 6M | -21.9% | +21.8% | -43.7% | -34.3% |
| All | -21.9% | +20.7% | -42.6% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling