-63.7%
MTZ vs JD
-4.0%
-59.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -4.2% |
| 7D | -10.6% | +11.7% | -22.4% | -8.2% |
| 30D | -30.4% | +8.1% | -38.5% | -29.0% |
| 3M | -40.4% | -12.0% | -28.4% | -42.6% |
| 6M | -63.7% | -3.5% | -60.2% | -64.3% |
| All | -63.7% | -4.0% | -59.7% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling