+1,509.2%
JBL vs M
-7.1%
+1,516.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.7% |
| 7D | +4.0% | -4.1% | +8.1% | +5.0% |
| 30D | -7.5% | -13.6% | +6.1% | -4.4% |
| 3M | -14.1% | -2.3% | -11.8% | -14.1% |
| 6M | +25.9% | +21.9% | +4.0% | +19.5% |
| YTD | +36.7% | -0.6% | +37.3% | +35.4% |
| 1Y | +49.0% | +29.7% | +19.3% | +38.6% |
| 3Y | +191.8% | +107.3% | +84.5% | +132.1% |
| 5Y | +409.8% | +20.5% | +389.3% | +333.2% |
| 10Y | +1,509.2% | -6.1% | +1,515.3% | +921.2% |
| All | +1,509.2% | -7.1% | +1,516.3% | +921.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling