+74.8%
MTZ vs JD
-58.0%
+132.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.3% |
| 7D | -6.4% | +13.4% | -19.8% | -8.3% |
| 30D | -22.1% | +7.7% | -29.8% | -23.0% |
| 3M | -32.7% | -11.3% | -21.4% | -31.6% |
| 6M | -59.8% | -5.1% | -54.7% | -59.7% |
| YTD | -19.9% | +5.0% | -25.0% | -21.3% |
| 1Y | -11.5% | -5.6% | -5.8% | -11.5% |
| 3Y | +258.1% | +17.8% | +240.3% | +235.6% |
| All | +74.8% | -58.0% | +132.8% | +86.5% |
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