+26,583.9%
MTZ vs JBL
+42,637.0%
-16,053.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.4% |
| 30D | -11.1% | -8.3% | -2.8% | -8.9% |
| 3M | -36.7% | -16.9% | -19.8% | -33.2% |
| 6M | -21.9% | +21.8% | -43.7% | -25.9% |
| YTD | +9.1% | +36.3% | -27.2% | +0.3% |
| 1Y | +30.0% | +49.5% | -19.5% | +16.4% |
| 3Y | +138.5% | +170.6% | -32.2% | +80.1% |
| 5Y | +158.3% | +408.4% | -250.0% | +64.5% |
| 10Y | +700.8% | +1,450.4% | -749.6% | +289.2% |
| All | +26,583.9% | +42,637.0% | -16,053.2% | +8,201.2% |
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