+20,244.5%
MTZ vs JBL
+34,277.3%
-14,032.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -4.0% |
| 7D | -8.7% | -8.1% | -0.7% | -6.3% |
| 30D | -15.0% | -18.4% | +3.5% | -9.9% |
| 3M | -32.6% | -25.8% | -6.8% | -26.8% |
| 6M | -56.3% | -29.6% | -26.7% | -51.8% |
| YTD | -16.8% | +9.6% | -26.4% | -18.8% |
| 1Y | -10.0% | +14.1% | -24.1% | -13.2% |
| 3Y | +267.1% | +95.9% | +171.2% | +204.4% |
| 5Y | +89.9% | +298.3% | -208.5% | +29.4% |
| 10Y | +442.2% | +1,150.1% | -707.8% | +179.9% |
| All | +20,244.5% | +34,277.3% | -14,032.8% | +6,619.0% |
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