-11.5%
MTZ vs JD
-7.3%
-4.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.7% |
| 7D | -6.4% | +13.4% | -19.8% | -5.7% |
| 30D | -22.1% | +7.7% | -29.8% | -21.6% |
| 3M | -32.7% | -11.3% | -21.4% | -33.1% |
| 6M | -59.8% | -5.1% | -54.7% | -59.8% |
| YTD | -19.9% | +5.0% | -25.0% | -20.6% |
| 1Y | -11.5% | -5.6% | -5.8% | -9.1% |
| All | -11.5% | -7.3% | -4.2% | -9.1% |
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 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