-14.3%
MTZ vs JD
-9.8%
-4.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.0% | -18.4% | -15.2% |
| 7D | -7.4% | +9.0% | -16.4% | -7.1% |
| 30D | -23.6% | +5.2% | -28.8% | -23.4% |
| 3M | -38.3% | -15.9% | -22.4% | -38.9% |
| 6M | -60.6% | -7.7% | -52.9% | -60.8% |
| YTD | -22.9% | +0.1% | -23.0% | -23.9% |
| 1Y | -14.3% | -9.7% | -4.5% | -12.2% |
| All | -14.3% | -9.8% | -4.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling