+19,486.2%
MTZ vs JBL
+32,800.8%
-13,314.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.4% | +9.2% |
| 7D | -6.4% | -12.3% | +5.9% | -2.8% |
| 30D | -22.1% | -20.2% | -1.9% | -17.0% |
| 3M | -32.7% | -30.6% | -2.1% | -25.6% |
| 6M | -59.8% | -35.8% | -24.1% | -54.5% |
| YTD | -19.9% | +4.9% | -24.8% | -21.0% |
| 1Y | -11.5% | +11.3% | -22.8% | -14.1% |
| 3Y | +258.1% | +89.1% | +169.0% | +199.7% |
| 5Y | +85.5% | +272.1% | -186.5% | +28.7% |
| 10Y | +492.2% | +1,150.2% | -658.0% | +206.0% |
| All | +19,486.2% | +32,800.8% | -13,314.5% | +6,442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling