+404.4%
MTZ vs JD
+29.5%
+374.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +16.5% | -4.0% | +20.5% | +17.3% |
| 30D | -10.2% | +2.7% | -12.8% | -10.8% |
| 3M | -34.2% | -13.0% | -21.1% | -32.7% |
| 6M | -56.0% | -12.7% | -43.3% | -55.2% |
| YTD | -14.8% | -0.8% | -14.0% | -15.8% |
| 1Y | -7.2% | -8.9% | +1.7% | -6.7% |
| 3Y | +275.8% | +17.0% | +258.7% | +246.7% |
| 5Y | +93.5% | -63.5% | +157.0% | +112.4% |
| All | +404.4% | +29.5% | +374.9% | +253.6% |
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