+102.2%
JBL vs M
+142.9%
-40.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +3.8% |
| 7D | -5.2% | +2.5% | -7.7% | -5.8% |
| 30D | -17.5% | +10.1% | -27.6% | -19.5% |
| 3M | -26.0% | -0.9% | -25.0% | -26.1% |
| 6M | -28.9% | +30.2% | -59.0% | -33.9% |
| YTD | +10.8% | +16.3% | -5.4% | +5.3% |
| 1Y | +18.3% | +27.0% | -8.6% | +10.1% |
| 3Y | +102.2% | +154.5% | -52.3% | +70.5% |
| All | +102.2% | +142.9% | -40.7% | +70.5% |
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