+49.5%
JBL vs M
+46.1%
+3.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.8% |
| 7D | +3.0% | +4.7% | -1.7% | +1.6% |
| 30D | -8.3% | -9.6% | +1.4% | -5.6% |
| 3M | -16.9% | +0.9% | -17.8% | -18.2% |
| 6M | +21.8% | +22.3% | -0.5% | +11.4% |
| YTD | +36.3% | +6.5% | +29.8% | +28.5% |
| 1Y | +49.5% | +38.8% | +10.7% | +28.0% |
| All | +49.5% | +46.1% | +3.4% | +28.0% |
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