+95.0%
MTZ vs JD
-63.0%
+158.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +5.0% | -4.1% | +9.1% | +5.6% |
| 30D | -6.0% | +4.6% | -10.6% | -6.8% |
| 3M | -36.1% | -4.7% | -31.4% | -35.8% |
| 6M | -56.9% | -17.4% | -39.5% | -55.8% |
| YTD | -15.9% | +0.7% | -16.6% | -16.9% |
| 1Y | -3.8% | -5.9% | +2.0% | -3.9% |
| 3Y | +272.3% | +18.9% | +253.4% | +248.0% |
| All | +95.0% | -63.0% | +158.0% | +123.0% |
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