+492.6%
MTZ vs JD
+31.7%
+461.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +9.0% |
| 7D | -2.4% | +7.9% | -10.3% | -3.9% |
| 30D | -11.1% | +4.8% | -15.9% | -12.0% |
| 3M | -30.6% | -13.9% | -16.7% | -29.0% |
| 6M | -54.4% | -5.8% | -48.6% | -54.2% |
| YTD | -13.0% | +2.4% | -15.4% | -14.4% |
| 1Y | -5.7% | -7.5% | +1.9% | -5.4% |
| 3Y | +297.2% | +20.9% | +276.3% | +264.6% |
| 5Y | +95.9% | -58.0% | +153.9% | +108.3% |
| 10Y | +492.6% | +28.9% | +463.7% | +348.1% |
| All | +492.6% | +31.7% | +461.0% | +348.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling