-59.8%
MTZ vs JBL
-32.6%
-27.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.4% | +8.8% |
| 7D | -6.4% | -12.3% | +5.9% | +2.1% |
| 30D | -22.1% | -20.2% | -1.9% | -10.3% |
| 3M | -32.7% | -30.6% | -2.1% | -15.2% |
| 6M | -59.8% | -35.8% | -24.1% | -48.4% |
| All | -59.8% | -32.6% | -27.2% | -48.4% |
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