+23.7%
JBL vs M
+36.6%
-12.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.6% | -12.5% | -6.7% |
| 7D | -11.1% | +8.3% | -19.4% | -13.0% |
| 30D | -14.1% | +14.2% | -28.3% | -17.4% |
| 3M | -23.9% | -1.1% | -22.8% | -23.9% |
| 6M | -24.1% | +36.6% | -60.7% | -33.1% |
| YTD | +13.5% | +19.8% | -6.3% | +2.4% |
| 1Y | +23.7% | +37.2% | -13.5% | +3.4% |
| All | +23.7% | +36.6% | -12.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling