+1,525.1%
JBL vs MKC
+29.9%
+1,495.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +5.0% |
| 7D | +2.4% | -1.5% | +3.9% | +2.7% |
| 30D | -13.1% | -3.1% | -10.0% | -12.8% |
| 3M | -15.6% | +5.2% | -20.8% | -16.9% |
| 6M | +24.6% | -12.8% | +37.4% | +27.2% |
| YTD | +39.6% | -23.3% | +62.9% | +46.2% |
| 1Y | +48.6% | -24.1% | +72.7% | +55.5% |
| 3Y | +197.3% | -32.1% | +229.4% | +215.8% |
| 5Y | +413.0% | -32.8% | +445.8% | +437.1% |
| All | +1,525.1% | +29.9% | +1,495.2% | +1,318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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