+1,173.9%
JBL vs M
-5.1%
+1,179.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -17.0% | +8.1% | -25.1% | -18.8% |
| 3M | -27.4% | +2.2% | -29.6% | -28.1% |
| 6M | -29.1% | +35.1% | -64.2% | -34.6% |
| YTD | +13.6% | +15.8% | -2.2% | +8.3% |
| 1Y | +22.8% | +25.8% | -3.1% | +14.7% |
| 3Y | +103.0% | +156.2% | -53.2% | +53.4% |
| 5Y | +307.4% | -2.4% | +309.7% | +263.5% |
| 10Y | +1,173.9% | -7.1% | +1,181.0% | +668.9% |
| All | +1,173.9% | -5.1% | +1,179.0% | +668.9% |
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