+192.7%
JBL vs M
+120.4%
+72.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +4.4% | +2.4% | +2.0% | +3.8% |
| 30D | -8.4% | -11.6% | +3.2% | -5.9% |
| 3M | -14.2% | +1.6% | -15.8% | -15.1% |
| 6M | +29.6% | +25.2% | +4.4% | +21.8% |
| YTD | +37.1% | +3.8% | +33.3% | +34.0% |
| 1Y | +49.5% | +36.3% | +13.1% | +37.1% |
| 3Y | +192.7% | +116.3% | +76.3% | +133.7% |
| All | +192.7% | +120.4% | +72.2% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling