+1,148.2%
JBL vs M
-7.1%
+1,155.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | +6.3% | +7.0% | -0.7% | +4.7% |
| 30D | -13.5% | +8.9% | -22.4% | -15.5% |
| 3M | -31.3% | +4.5% | -35.8% | -32.3% |
| 6M | -28.4% | +36.2% | -64.6% | -34.1% |
| YTD | +11.6% | +15.1% | -3.5% | +6.5% |
| 1Y | +26.1% | +27.4% | -1.3% | +17.4% |
| 3Y | +97.4% | +160.1% | -62.8% | +48.6% |
| 5Y | +301.0% | -1.6% | +302.6% | +257.2% |
| All | +1,148.2% | -7.1% | +1,155.3% | +655.1% |
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