+89.9%
MTZ vs JD
-59.0%
+148.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.7% | +5.2% | -13.9% | -9.5% |
| 30D | -15.0% | +4.5% | -19.5% | -15.6% |
| 3M | -32.6% | -15.4% | -17.2% | -31.0% |
| 6M | -56.3% | -6.0% | -50.3% | -56.2% |
| YTD | -16.8% | +2.2% | -19.0% | -18.0% |
| 1Y | -10.0% | -6.7% | -3.4% | -10.0% |
| 3Y | +267.1% | +20.5% | +246.6% | +242.6% |
| 5Y | +89.9% | -58.4% | +148.3% | +104.1% |
| All | +89.9% | -59.0% | +148.9% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling