+1,525.1%
JBL vs MDY
+177.2%
+1,347.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.1% |
| 7D | +2.4% | -1.9% | +4.3% | +4.8% |
| 30D | -13.1% | -4.6% | -8.5% | -7.8% |
| 3M | -15.6% | -1.2% | -14.4% | -13.8% |
| 6M | +24.6% | +9.2% | +15.4% | +14.1% |
| YTD | +39.6% | +13.1% | +26.5% | +23.1% |
| 1Y | +48.6% | +13.0% | +35.6% | +31.5% |
| 3Y | +197.3% | +49.2% | +148.0% | +90.9% |
| 5Y | +413.0% | +47.2% | +365.7% | +235.3% |
| All | +1,525.1% | +177.2% | +1,347.9% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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