+51,996.0%
JBL vs MDY
+2,644.5%
+49,351.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.5% |
| 7D | +4.4% | +1.0% | +3.4% | +3.0% |
| 30D | -8.4% | -3.1% | -5.3% | -4.2% |
| 3M | -14.2% | +1.8% | -16.0% | -15.7% |
| 6M | +29.6% | +10.8% | +18.8% | +14.8% |
| YTD | +37.1% | +14.4% | +22.6% | +16.5% |
| 1Y | +49.5% | +15.2% | +34.3% | +26.1% |
| 3Y | +192.7% | +51.2% | +141.5% | +70.3% |
| 5Y | +411.3% | +47.2% | +364.1% | +205.4% |
| 10Y | +1,447.6% | +171.1% | +1,276.5% | +295.7% |
| All | +51,996.0% | +2,644.5% | +49,351.5% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling