+413.7%
JBL vs MDY
+46.3%
+367.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 3M | -15.6% | -1.2% | -14.4% | -13.8% |
| 6M | +24.6% | +9.2% | +15.4% | +14.3% |
| YTD | +39.6% | +13.1% | +26.5% | +23.5% |
| 1Y | +48.6% | +13.0% | +35.6% | +31.9% |
| 3Y | +197.3% | +49.2% | +148.0% | +94.2% |
| All | +413.7% | +46.3% | +367.4% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling