+183.0%
JBL vs MDY
+47.3%
+135.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -1.5% |
| 7D | -1.0% | -2.5% | +1.5% | +2.4% |
| 30D | -15.1% | -5.0% | -10.0% | -8.8% |
| 3M | -14.0% | +0.5% | -14.5% | -13.8% |
| 6M | +20.6% | +8.0% | +12.6% | +11.5% |
| YTD | +32.9% | +12.2% | +20.7% | +17.9% |
| 1Y | +40.5% | +14.0% | +26.5% | +22.6% |
| All | +183.0% | +47.3% | +135.7% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling