+148.1%
MTZ vs JD
-8.1%
+156.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -11.1% | -13.2% | +2.1% | -9.2% |
| 3M | -36.7% | -3.2% | -33.5% | -36.8% |
| 6M | -21.9% | +15.2% | -37.2% | -24.8% |
| YTD | +9.1% | +2.0% | +7.1% | +7.5% |
| 1Y | +30.0% | -5.4% | +35.3% | +29.7% |
| All | +148.1% | -8.1% | +156.2% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling